OMX Stockholm 30 Index GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:12.13% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 21.10 | |
| 0.0887 | 43.94 | |
| 0.8988 | 430.89 |
Estimation Period:
Jan 2, 1990 to Dec 23, 2025
Jan 2, 1990 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices