OMX Stockholm 30 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.84% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0133 | 8.22 | |
| 0.1520 | 43.94 | |
| 0.9798 | 1,029.24 | |
| -0.0840 | -25.32 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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