V-Lab
V-Lab
OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:16.77% (-0.60%)

Analysis last updated: Thursday, November 21, 2024 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
ω0.029020.93
α0.02359.88
β0.9024478.45
γ0.120822.94
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts