Sogn Sparebank GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.58% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0677 | 6.81 | |
| 0.0437 | 7.42 | |
| 0.9407 | 209.10 | |
| -0.0089 | -0.98 |
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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