V-Lab
Oslo Stock Exchange All Share Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, October 4th, 2024:12.70% (+0.01%)
Analysis last updated: Saturday, October 5, 2024 at 02:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0446 | 29.55 | |
| 0.1020 | 21.64 | |
| 0.7937 | 233.09 | |
| 0.1479 | 19.13 |
Estimation Period:
Feb 1, 2001 to May 10, 2024
Feb 1, 2001 to May 10, 2024
News Impact Curve
Volatility Forecasts
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