OMX Stockholm 30 Index GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:21.61% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0251 | 21.30 | |
| 0.0888 | 44.04 | |
| 0.8985 | 430.13 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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