OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:12.00% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 21.68 | |
| 0.0238 | 9.97 | |
| 0.9007 | 482.16 | |
| 0.1217 | 23.13 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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