V-Lab
V-Lab
OMX Stockholm 30 Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, March 23rd, 2023:25.19% (-1.27%)

Analysis last updated: Wednesday, March 22, 2023, 04:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index AGARCH
paramt-stat
ω0.00612.89
α0.085842.79
β0.8924423.95
γ0.660928.91
Estimation Period:
Jan 2, 1990 to Mar 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts