OMX Stockholm 30 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:14.31% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8803 | 8.39 | |
| 0.0761 | 34.62 | |
| 0.9893 | 761.01 | |
| 8.8198 | 5.39 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
Other GAS-GARCH Student T Analyses on Equity Indices