OMX Stockholm 30 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.72% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 8.27 | |
| 0.1524 | 43.95 | |
| 0.9797 | 1,026.98 | |
| -0.0839 | -25.28 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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