Sparebank 1 Ostlandet GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.17% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0981 | 12.55 | |
| 0.0918 | 8.89 | |
| 0.8469 | 101.33 | |
| -0.0079 | -0.45 |
Estimation Period:
Jun 13, 2017 to Feb 6, 2026
Jun 13, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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