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V-Lab
V-Lab
OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:12.80% (-0.11%)
Analysis last updated: Tuesday, October 28, 2025 at 04:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index GJR-GARCH
paramt-stat
ω0.029921.65
α0.02379.92
β0.9007482.20
γ0.122023.22
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts