OMX Stockholm 30 Index GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
15.37%
decreased by 0.54%
1 Week
15.58%
decreased by 0.33%
1 Month
16.34%
increased by 0.43%
Analysis last updated: Thursday, June 11, 2026 at 04:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 21.38 | |
| 0.0888 | 44.31 | |
| 0.8985 | 432.17 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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