V-Lab: Oslo Stock Exchange All Share Index MF2-GARCH Volatility Analysis

V-Lab

Oslo Stock Exchange All Share Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 16th, 2025:27.30% (-2.31%)

Analysis last updated: Thursday, April 17, 2025 at 02:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0266	7.71
$β$	0.8221	190.13
$γ$	0.1496	31.90
$λ_{1}$	0.0026	1.99
$λ_{2}$	0.0158	4.45
$λ_{3}$	0.9823	209.68

Estimation Period:
Jan 1, 1990 to Dec 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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