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 Tuesday, September 16th, 2025:10.93% (-0.18%)

Analysis last updated: Tuesday, September 16, 2025 at 07:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0266	7.68
$β$	0.8167	188.09
$γ$	0.1543	32.57
$λ_{1}$	0.0028	2.01
$λ_{2}$	0.0162	4.39
$λ_{3}$	0.9819	200.71

Estimation Period:
Jan 1, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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