Sogn Sparebank EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.24% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0786 | 8.60 | |
| 0.0954 | 8.72 | |
| 0.9551 | 142.95 | |
| -0.0137 | -1.33 |
Estimation Period:
Aug 21, 2002 to Feb 13, 2026
Aug 21, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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