OMX Stockholm 30 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:16.06% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8907 | 8.41 | |
| 0.0764 | 34.61 | |
| 0.9893 | 761.59 | |
| 8.8400 | 5.39 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
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