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, May 7th, 2025:14.10% (-0.62%)

Analysis last updated: Thursday, May 8, 2025 at 01:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0265	7.66
$β$	0.8181	188.12
$γ$	0.1535	32.37
$λ_{1}$	0.0028	2.02
$λ_{2}$	0.0161	4.38
$λ_{3}$	0.9819	201.30

Estimation Period:
Jan 1, 1990 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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