V-Lab
V-Lab
OMX Stockholm 30 Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, March 19th, 2025:19.25% (-0.64%)
Analysis last updated: Tuesday, March 18, 2025 at 04:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index AGARCH
paramt-stat
ω0.00643.30
α0.084543.87
β0.8937438.95
γ0.644529.79
Estimation Period:
Jan 2, 1990 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts