OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:11.77% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 21.65 | |
| 0.0238 | 9.99 | |
| 0.9007 | 482.67 | |
| 0.1220 | 23.23 |
Estimation Period:
Jan 2, 1990 to Dec 23, 2025
Jan 2, 1990 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
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