OMX Helsinki Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
18.31%
decreased by 0.20%
1 Week
18.44%
decreased by 0.07%
1 Month
18.98%
increased by 0.47%
Analysis last updated: Saturday, May 9, 2026 at 05:00 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 1.21 | |
| 0.0626 | 7.56 | |
| 0.9921 | 401.99 | |
| -0.0448 | -8.38 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
Other EGARCH Analyses on Equity Indices