OMX Stockholm 30 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.70% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8746 | 8.39 | |
| 0.0760 | 34.70 | |
| 0.9894 | 763.99 | |
| 8.8309 | 5.38 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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