OMX Stockholm 30 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:12.97% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 8.13 | |
| 0.1528 | 43.78 | |
| 0.9798 | 1,020.67 | |
| -0.0847 | -25.43 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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