V-Lab
V-Lab
Oslo Stock Exchange OBX Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:11.16% (-0.13%)

Analysis last updated: Thursday, May 16, 2024 at 04:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Oslo Stock Exchange OBX Index MF2-GARCH
paramt-stat
m51
α0.00000.00
β0.8182190.20
γ0.185142.66
λ10.04872.24
λ20.18152.25
λ30.78918.32
Estimation Period:
Jan 1, 1996 to May 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts