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 Friday, December 20th, 2024:13.29% (-0.39%)

Analysis last updated: Saturday, December 21, 2024 at 03:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9004	5.71
$α$	0.1127	9.46
$β$	0.8372	48.78
$γ_{1}$	-0.1322	-2.39
$γ_{2}$	0.2388	2.85
$γ_{3}$	-0.1595	-3.23
$γ_{4}$	0.0760	1.82
$γ_{5}$	-0.0026	-0.05
$γ_{6}$	-0.1146	-1.40
$γ_{7}$	0.1778	2.09
$γ_{8}$	-0.0989	-1.88
$γ_{9}$	0.0095	0.40

Estimation Period:
Jan 1, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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