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

V-Lab

Oslo Stock Exchange All Share Index Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:10.00% (-0.42%)

Analysis last updated: Tuesday, July 15, 2025 at 02:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9849	6.01
$α$	0.1163	9.21
$β$	0.8283	45.75
$γ_{1}$	-0.0748	-2.28
$γ_{2}$	0.1552	3.00
$γ_{3}$	-0.1397	-4.23
$γ_{4}$	0.1262	3.57
$γ_{5}$	-0.1589	-3.28
$γ_{6}$	0.1481	3.55
$γ_{7}$	-0.0502	-1.92
$γ_{8}$	-0.0574	-1.35

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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