V-Lab: Oslo Stock Exchange All Share Index Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Oslo Stock Exchange All Share Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 12th, 2025:16.86% (-0.53%)

Analysis last updated: Thursday, March 13, 2025 at 02:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0071	6.08
$α$	0.1124	9.34
$β$	0.8354	47.52
$γ_{1}$	-0.0707	-2.01
$γ_{2}$	0.1492	2.68
$γ_{3}$	-0.1366	-3.88
$γ_{4}$	0.1261	3.35
$γ_{5}$	-0.1607	-3.24
$γ_{6}$	0.1487	3.78
$γ_{7}$	-0.0616	-2.95
$γ_{8}$	0.0025	0.19

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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