Aurskog Sparebank Asa Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.13% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9681 | 1.73 | |
| 0.2516 | 2.88 | |
| 0.0000 | 0.00 | |
| 20.4108 | 1.48 | |
| -17.9081 | -0.98 | |
| -9.0277 | -0.76 | |
| 14.8355 | 1.31 | |
| -20.4037 | -1.90 | |
| 30.1572 | 2.58 | |
| -43.5884 | -2.83 | |
| 51.6886 | 3.19 | |
| -50.2271 | -3.60 |
Estimation Period:
Feb 28, 2023 to Feb 6, 2026
Feb 28, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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