V-Lab
V-Lab
Oslo Stock Exchange OBX Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:12.19% (-0.20%)

Analysis last updated: Thursday, May 16, 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
ω0.050827.44
α0.036915.28
β0.8629378.15
γ0.141822.25
Estimation Period:
Jan 1, 1996 to May 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts