Oslo Stock Exchange All Share Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:14.76% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 7.36 | |
| 0.2040 | 35.45 | |
| 0.9608 | 431.61 | |
| -0.0767 | -20.59 |
Estimation Period:
Jan 1, 1990 to May 30, 2025
Jan 1, 1990 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other Oslo Stock Exchange All Share Index Analyses
Other EGARCH Analyses on Equity Indices