Sparebank 1 Ostlandet MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.87% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0829 | 14.15 | |
| 0.8301 | 91.41 | |
| 0.0026 | 0.31 | |
| 0.8157 | 1.32 | |
| 0.4551 | 1.67 | |
| 0.0000 | 0.00 |
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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