OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:12.29% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 21.62 | |
| 0.0237 | 9.93 | |
| 0.9008 | 482.50 | |
| 0.1220 | 23.23 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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