Oslo Stock Exchange All Share Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:13.26% (+0.79%)
Parameter Estimates
param | t-stat | |
---|---|---|
71 | ||
0.0266 | 7.68 | |
0.8167 | 188.09 | |
0.1543 | 32.57 | |
0.0028 | 2.01 | |
0.0162 | 4.39 | |
0.9819 | 200.71 |
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 MF2-GARCH Analyses on Equity Indices