OMX Stockholm 30 Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:16.43% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 8.16 | |
| 0.1529 | 43.81 | |
| 0.9798 | 1,020.59 | |
| -0.0848 | -25.46 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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