OMX Stockholm 30 Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
14.47%
decreased by 0.59%
1 Week
14.72%
decreased by 0.34%
1 Month
15.66%
increased by 0.60%
Analysis last updated: Monday, June 22, 2026 at 04:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 8.34 | |
| 0.1534 | 44.28 | |
| 0.9793 | 1,018.00 | |
| -0.0847 | -25.52 |
Estimation Period:
Jan 2, 1990 to Jun 18, 2026
Jan 2, 1990 to Jun 18, 2026
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