Skip to main content
V-Lab
V-Lab
OMX Stockholm 30 Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:15.10% (+0.76%)
Analysis last updated: Monday, November 17, 2025 at 04:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index AGARCH
paramt-stat
ω0.00653.30
α0.085544.34
β0.8920438.11
γ0.648630.26
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts