V-Lab
V-Lab
OMX Stockholm 30 Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:14.24% (-0.54%)

Analysis last updated: Monday, January 13, 2025 at 04:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index EGARCH
paramt-stat
ω0.01338.00
α0.151243.08
β0.98041017.01
γ-0.0832-24.85
Estimation Period:
Jan 2, 1990 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts