Oslo Stock Exchange OBX Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:12.76% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0495 | 28.61 | |
| 0.0396 | 16.70 | |
| 0.8621 | 377.13 | |
| 0.1365 | 21.86 |
Estimation Period:
Jan 1, 1996 to Feb 20, 2026
Jan 1, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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