V-Lab
V-Lab
OMX Stockholm 30 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:15.55% (+0.16%)

Analysis last updated: Thursday, September 19, 2024 at 03:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index EGARCH
paramt-stat
ω0.01358.08
α0.151342.95
β0.98021008.41
γ-0.0838-24.89
Estimation Period:
Jan 2, 1990 to Sep 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts