Sogn Sparebank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.20% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2548 | 8.04 | |
| 0.1111 | 5.40 | |
| 0.7036 | 10.00 | |
| -0.1041 | -2.23 | |
| 0.1576 | 2.18 | |
| -0.0485 | -1.00 | |
| 0.0129 | 0.36 | |
| -0.0388 | -1.71 |
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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