Sogn Sparebank Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.61% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2345 | 7.88 | |
| 0.1017 | 5.09 | |
| 0.7395 | 10.40 | |
| -0.1107 | -2.30 | |
| 0.1693 | 2.28 | |
| -0.0628 | -1.25 | |
| 0.0444 | 1.06 | |
| -0.1280 | -2.52 |
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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