V-Lab
V-Lab
OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, August 13th, 2025:14.38% (-0.38%)
Analysis last updated: Tuesday, August 12, 2025 at 03:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index GJR-GARCH
paramt-stat
ω0.030321.66
α0.02379.86
β0.9002479.86
γ0.122923.23
Estimation Period:
Jan 2, 1990 to Aug 8, 2025
Impact of return on volatility tomorrow
Volatility Forecasts