OMX Stockholm 30 Index GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:13.64% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 21.11 | |
| 0.0888 | 43.85 | |
| 0.8986 | 429.15 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices