Oslo Stock Exchange All Share Index Asy. Power MEM Volatility Analysis
Volatility prediction for Friday, July 10th, 2026
1 Day
13.59%
increased by 0.31%
1 Week
13.30%
increased by 0.02%
1 Month
12.51%
decreased by 0.77%
Analysis last updated: Sunday, July 12, 2026 at 05:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 1, 2001 to May 15, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 57% more than equivalent positive returns. The volatility power δ = 0.94 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0412 | 32.78*** |
α ARCH Response to squared shocks | 0.1877 | 56.51*** |
β GARCH Volatility persistence | 0.7926 | 217.27*** |
γ leverage Additional response to negative shocks | 0.2369 | 28.79*** |
δ power Transformation power | 0.9399 | 22.86*** |
Persistence:
0.942
Half-life:
12 days
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