OMX Stockholm 30 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:11.78% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8857 | 8.37 | |
| 0.0764 | 34.68 | |
| 0.9894 | 763.41 | |
| 8.8338 | 5.40 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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