OMX Stockholm 30 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:13.26% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 3.27 | |
| 0.0854 | 44.36 | |
| 0.8920 | 438.09 | |
| 0.6497 | 30.27 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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