OMX Stockholm 30 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:11.14% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0063 | 3.22 | |
| 0.0856 | 44.41 | |
| 0.8919 | 438.04 | |
| 0.6490 | 30.30 |
Estimation Period:
Jan 2, 1990 to Dec 30, 2025
Jan 2, 1990 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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