OMX Helsinki 25 Index EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
17.66%
decreased by 0.92%
1 Week
17.85%
decreased by 0.73%
1 Month
18.55%
decreased by 0.03%
Analysis last updated: Tuesday, June 16, 2026 at 04:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0145 | 12.95 | |
| 0.1558 | 39.69 | |
| 0.9828 | 1,333.57 | |
| -0.0502 | -15.34 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other EGARCH Analyses on Equity Indices