Sogn Sparebank APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.08% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0912 | 5.10 | |
| 0.0340 | 5.43 | |
| 0.9307 | 212.39 | |
| -0.0656 | -2.76 | |
| 2.4653 | 11.96 |
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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