Skip to main content
V-Lab
V-Lab
OMX Stockholm 30 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:16.28% (+5.30%)
Analysis last updated: Friday, October 17, 2025 at 03:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index AGARCH
paramt-stat
ω0.00663.36
α0.085644.32
β0.8918436.49
γ0.649030.24
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts