V-Lab
V-Lab
OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 9th, 2025:12.37% (-0.25%)
Analysis last updated: Wednesday, October 8, 2025 at 03:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index GJR-GARCH
paramt-stat
ω0.030021.62
α0.02379.92
β0.9006481.36
γ0.122123.19
Estimation Period:
Jan 2, 1990 to Oct 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts