OMX Stockholm 30 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
15.65%
increased by 0.49%
1 Week
15.81%
increased by 0.65%
1 Month
16.37%
increased by 1.21%
Analysis last updated: Thursday, June 25, 2026 at 04:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8725 | 8.53 | |
| 0.0764 | 34.74 | |
| 0.9891 | 755.02 | |
| 8.7849 | 5.42 |
Estimation Period:
Jan 2, 1990 to Jun 18, 2026
Jan 2, 1990 to Jun 18, 2026
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