OMX Stockholm 30 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:12.59% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 8.24 | |
| 0.1524 | 43.89 | |
| 0.9798 | 1,023.77 | |
| -0.0840 | -25.29 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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