Sparebanken Oest Asa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.80% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5530 | 3.92 | |
| 0.1219 | 4.40 | |
| 0.6833 | 11.16 | |
| -0.0531 | -0.27 | |
| 0.3110 | 1.03 | |
| -0.5497 | -2.70 | |
| 0.4459 | 2.58 | |
| -0.2230 | -1.48 | |
| 0.0720 | 0.47 | |
| 0.0035 | 0.02 | |
| 0.0709 | 0.40 | |
| -0.1014 | -0.74 | |
| 0.0025 | 0.03 |
Estimation Period:
Sep 11, 2001 to Feb 6, 2026
Sep 11, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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