OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
15.39%
decreased by 0.37%
1 Week
15.65%
decreased by 0.11%
1 Month
16.57%
increased by 0.81%
Analysis last updated: Saturday, May 23, 2026 at 02:22 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 21.96 | |
| 0.0234 | 9.89 | |
| 0.9007 | 483.97 | |
| 0.1222 | 23.44 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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