V-Lab
V-Lab
OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, September 3rd, 2025:16.19% (+3.36%)
Analysis last updated: Tuesday, September 2, 2025 at 03:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index GJR-GARCH
paramt-stat
ω0.030221.63
α0.02379.85
β0.9003480.43
γ0.122923.25
Estimation Period:
Jan 2, 1990 to Aug 29, 2025
Impact of return on volatility tomorrow
Volatility Forecasts