Sogn Sparebank AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.48% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0909 | 6.87 | |
| 0.0536 | 16.50 | |
| 0.9138 | 224.70 | |
| -0.6077 | -5.88 |
Estimation Period:
Aug 21, 2002 to Feb 6, 2026
Aug 21, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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