OMX Stockholm 30 Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:22.31% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 3.79 | |
| 0.0858 | 44.49 | |
| 0.8910 | 435.29 | |
| 0.6475 | 30.43 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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