OMX Stockholm 30 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:21.58% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 8.36 | |
| 0.1532 | 44.10 | |
| 0.9794 | 1,019.19 | |
| -0.0843 | -25.33 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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