V-Lab
V-Lab
Oslo Stock Exchange OBX Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:13.09% (-0.46%)

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 GJR-GARCH
paramt-stat
ω0.050827.40
α0.037115.36
β0.8628377.61
γ0.141622.18
Estimation Period:
Jan 1, 1996 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts