OMX Stockholm 30 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:11.46% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8912 | 8.39 | |
| 0.0764 | 34.66 | |
| 0.9894 | 762.22 | |
| 8.8430 | 5.39 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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