Oslo Stock Exchange All Share Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:14.26% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9849 | 6.01 | |
| 0.1163 | 9.21 | |
| 0.8283 | 45.75 | |
| -0.0748 | -2.28 | |
| 0.1552 | 3.00 | |
| -0.1397 | -4.23 | |
| 0.1262 | 3.57 | |
| -0.1589 | -3.28 | |
| 0.1481 | 3.55 | |
| -0.0502 | -1.92 | |
| -0.0574 | -1.35 |
Estimation Period:
Jan 1, 1990 to May 30, 2025
Jan 1, 1990 to May 30, 2025
News Impact Curve
Volatility Forecasts
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