V-Lab
V-Lab
Oslo Stock Exchange OBX Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:12.70% (-0.60%)

Analysis last updated: Tuesday, May 7, 2024 at 04:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Oslo Stock Exchange OBX Index AGARCH
paramt-stat
ω0.045619.95
α0.144581.36
β0.8074520.90
γ0.566937.30
Estimation Period:
Jan 1, 1996 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts