OMX Stockholm 30 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
19.21%
decreased by 1.05%
1 Week
19.27%
decreased by 0.99%
1 Month
19.49%
decreased by 0.77%
Analysis last updated: Thursday, May 14, 2026 at 02:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8853 | 8.45 | |
| 0.0764 | 34.69 | |
| 0.9892 | 754.50 | |
| 8.7622 | 5.44 |
Estimation Period:
Jan 2, 1990 to May 13, 2026
Jan 2, 1990 to May 13, 2026
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