OMX Stockholm 30 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:11.47% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8919 | 8.36 | |
| 0.0764 | 34.73 | |
| 0.9894 | 764.03 | |
| 8.8425 | 5.40 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
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