OMX Stockholm 30 Index GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:13.56% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 21.11 | |
| 0.0888 | 43.88 | |
| 0.8987 | 429.81 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices