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-.25 -.20 -.15 -.10 -.05 .00 .05 .10 .15 86 88 90 92 94 96 98 00 02 04 06 08 10 12 14 NRETRS_XOM NVARS_XOM EWMAVARS_XOM GARCHVARS_XOM Oslo Benchmark Index. VaR 1% Period 1985-2015 (present)

Obx-Bidx-VaR-1%-1985-2015

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Page 1: Obx-Bidx-VaR-1%-1985-2015

-.25

-.20

-.15

-.10

-.05

.00

.05

.10

.15

86 88 90 92 94 96 98 00 02 04 06 08 10 12 14

NRETRS_XOM NVARS_XOMEWMAVARS_XOM GARCHVARS_XOM

Oslo Benchmark Index. VaR 1% Period 1985-2015 (present)