V-Lab
Oslo Stock Exchange All Share Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:12.15% (-0.59%)
Analysis last updated: Tuesday, April 23, 2024 at 02:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8522 | 5.51 | |
| 0.1133 | 9.39 | |
| 0.8347 | 47.56 | |
| -0.1503 | -2.77 | |
| 0.2666 | 3.25 | |
| -0.1743 | -3.57 | |
| 0.0809 | 1.91 | |
| 0.0019 | 0.03 | |
| -0.1212 | -1.49 | |
| 0.1709 | 2.07 | |
| -0.0621 | -1.15 | |
| -0.0797 | -1.42 |
Estimation Period:
Jan 1, 1990 to Feb 23, 2024
Jan 1, 1990 to Feb 23, 2024
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