OMX Stockholm 30 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:12.70% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 8.18 | |
| 0.1530 | 43.80 | |
| 0.9797 | 1,016.30 | |
| -0.0848 | -25.43 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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