OMX Stockholm 30 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:20.83% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8805 | 8.45 | |
| 0.0763 | 34.63 | |
| 0.9892 | 758.02 | |
| 8.8214 | 5.39 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
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