V-Lab
V-Lab
OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 12th, 2022:15.01% (-0.25%)

Analysis last updated: Friday, December 9, 2022, 04:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index GJR-GARCH
paramt-stat
ω0.029920.55
α0.02349.41
β0.9013464.13
γ0.123722.65
Estimation Period:
Jan 2, 1990 to Dec 9, 2022
Impact of return on volatility tomorrow
Volatility Forecasts