OMX Stockholm 30 Index AGARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
22.50%
decreased by 1.25%
1 Week
22.46%
decreased by 1.29%
1 Month
22.34%
decreased by 1.41%
Analysis last updated: Tuesday, March 31, 2026 at 04:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0073 | 3.75 | |
| 0.0856 | 44.51 | |
| 0.8913 | 436.47 | |
| 0.6482 | 30.41 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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