V-Lab
V-Lab
Oslo Stock Exchange All Share Index EGARCH Volatility Analysis
Volatility Prediction for Friday, September 12th, 2025:11.95% (-0.69%)
Analysis last updated: Saturday, September 13, 2025 at 02:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Oslo Stock Exchange All Share Index EGARCH
paramt-stat
ω0.01877.36
α0.204035.45
β0.9608431.61
γ-0.0767-20.59
Estimation Period:
Jan 1, 1990 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts