OMX Stockholm 30 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.14% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8791 | 8.42 | |
| 0.0761 | 34.65 | |
| 0.9893 | 762.18 | |
| 8.8360 | 5.38 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on Equity Indices