Sogn Sparebank GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.05% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0653 | 7.71 | |
| 0.0383 | 11.46 | |
| 0.9424 | 220.44 |
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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