Umpas Holding AS GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:25.12% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4357 | 4.08 | |
| 0.1490 | 17.70 | |
| 0.8259 | 74.21 | |
| 0.0090 | 0.45 |
Estimation Period:
Jul 16, 2015 to May 30, 2025
Jul 16, 2015 to May 30, 2025
News Impact Curve
Volatility Forecasts
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