V-Lab: OMX Helsinki Index MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

OMX Helsinki Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:13.95% (-0.57%)

Analysis last updated: Friday, May 3, 2024 at 06:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.0285	8.18
$β$	0.8492	266.62
$γ$	0.1053	24.30
$λ_{1}$	0.0043	1.99
$λ_{2}$	0.0353	3.29
$λ_{3}$	0.9626	78.16

Estimation Period:
Jan 2, 1990 to Mar 28, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts