Sogn Sparebank MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.71% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1027 | 16.30 | |
| 0.8038 | 37.14 | |
| -0.0429 | -6.29 | |
| 0.0045 | 0.66 | |
| 0.0083 | 1.91 | |
| 0.9902 | 151.39 |
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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