V-Lab
V-Lab
OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 6th, 2025:23.85% (-0.20%)

Analysis last updated: Wednesday, March 5, 2025 at 04:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index GJR-GARCH
paramt-stat
ω0.028720.89
α0.02339.89
β0.9032481.20
γ0.119422.84
Estimation Period:
Jan 2, 1990 to Feb 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts