OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
16.59%
decreased by 0.57%
1 Week
16.80%
decreased by 0.36%
1 Month
17.54%
increased by 0.38%
Analysis last updated: Thursday, April 30, 2026 at 04:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 21.99 | |
| 0.0235 | 9.88 | |
| 0.9002 | 482.16 | |
| 0.1228 | 23.42 |
Estimation Period:
Jan 2, 1990 to Apr 30, 2026
Jan 2, 1990 to Apr 30, 2026
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