OMX Stockholm 30 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
15.72%
increased by 0.07%
1 Week
15.88%
increased by 0.23%
1 Month
16.44%
increased by 0.79%
Analysis last updated: Friday, June 26, 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 | |
|---|---|---|
| 1.8722 | 8.54 | |
| 0.0763 | 34.77 | |
| 0.9891 | 756.76 | |
| 8.7955 | 5.41 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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