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

V-Lab

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

Volatility Prediction for Wednesday, September 17th, 2025:11.60% (-0.23%)

Analysis last updated: Thursday, September 18, 2025 at 02:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0221	6.17
$α$	0.1153	9.36
$β$	0.8307	46.54
$γ_{1}$	-0.0649	-1.92
$γ_{2}$	0.1393	2.59
$γ_{3}$	-0.1291	-3.79
$γ_{4}$	0.1189	3.27
$γ_{5}$	-0.1562	-3.14
$γ_{6}$	0.1528	3.60
$γ_{7}$	-0.0716	-3.04
$γ_{8}$	0.0090	0.66

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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