OMX Stockholm 30 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:11.68% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8950 | 8.37 | |
| 0.0765 | 34.64 | |
| 0.9894 | 758.70 | |
| 8.8302 | 5.40 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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