OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
17.77%
increased by 0.35%
1 Week
17.93%
increased by 0.51%
1 Month
18.51%
increased by 1.09%
Analysis last updated: Friday, April 24, 2026 at 04:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 21.93 | |
| 0.0235 | 9.88 | |
| 0.9004 | 482.77 | |
| 0.1226 | 23.37 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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