OMX Stockholm 30 Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 30th, 2026
1 Day
14.65%
decreased by 0.76%
1 Week
15.04%
decreased by 0.37%
1 Month
16.30%
increased by 0.89%
Analysis last updated: Monday, June 29, 2026 at 04:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0072 | 3.68 | |
| 0.0851 | 44.51 | |
| 0.8917 | 438.38 | |
| 0.6500 | 30.44 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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