V-Lab
Oslo Stock Exchange All Share Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:13.49% (-0.53%)
Analysis last updated: Saturday, December 21, 2024 at 03:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0264 | 7.57 | |
| 0.8229 | 191.18 | |
| 0.1513 | 31.94 | |
| 0.0026 | 2.00 | |
| 0.0156 | 4.47 | |
| 0.9826 | 213.57 |
Estimation Period:
Jan 1, 1990 to May 10, 2024
Jan 1, 1990 to May 10, 2024
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