V-Lab
V-Lab
OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:17.85% (-0.58%)

Analysis last updated: Friday, December 20, 2024 at 04:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index GJR-GARCH
paramt-stat
ω0.028920.92
α0.02369.92
β0.9026478.83
γ0.120222.86
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts