TGS ASA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.56% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0686 | 14.78 | |
| 0.1437 | 25.02 | |
| 0.9714 | 546.66 | |
| -0.0619 | -13.73 |
Estimation Period:
Oct 30, 1997 to Feb 6, 2026
Oct 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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