OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.26% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 21.78 | |
| 0.0239 | 10.03 | |
| 0.9009 | 483.31 | |
| 0.1210 | 23.04 |
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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