V-Lab
V-Lab
OMX Stockholm 30 Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, October 5th, 2023:15.77% (-0.07%)

Analysis last updated: Wednesday, October 4, 2023 at 03:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index AGARCH
paramt-stat
ω0.00653.19
α0.085843.16
β0.8924426.19
γ0.648329.10
Estimation Period:
Jan 2, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts