Oslo Stock Exchange OBX Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
13.70%
decreased by 0.10%
1 Week
14.18%
increased by 0.38%
1 Month
15.64%
increased by 1.84%
Analysis last updated: Friday, June 12, 2026 at 04:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0498 | 29.03 | |
| 0.0415 | 17.27 | |
| 0.8615 | 375.39 | |
| 0.1333 | 21.28 |
Estimation Period:
Jan 1, 1996 to Jun 12, 2026
Jan 1, 1996 to Jun 12, 2026
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