Oslo Stock Exchange All Share Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 21st, 2026:13.85% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8263 | 5.54 | |
| 0.1145 | 9.27 | |
| 0.8264 | 45.30 | |
| -0.1706 | -2.73 | |
| 0.2877 | 3.07 | |
| -0.1539 | -2.72 | |
| 0.0188 | 0.38 | |
| 0.0973 | 1.66 | |
| -0.2092 | -3.00 | |
| 0.1975 | 3.89 | |
| -0.0551 | -1.42 | |
| -0.0208 | -0.42 | |
| -0.0599 | -0.90 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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