OMX Stockholm 30 Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
16.03%
decreased by 0.85%
1 Week
16.33%
decreased by 0.55%
1 Month
17.31%
increased by 0.43%
Analysis last updated: Saturday, May 30, 2026 at 02:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0072 | 3.68 | |
| 0.0853 | 44.52 | |
| 0.8916 | 437.90 | |
| 0.6501 | 30.45 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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