OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
15.71%
decreased by 0.07%
1 Week
15.95%
increased by 0.17%
1 Month
16.82%
increased by 1.04%
Analysis last updated: Friday, June 12, 2026 at 04:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 21.95 | |
| 0.0233 | 9.88 | |
| 0.9008 | 484.29 | |
| 0.1221 | 23.49 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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