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V-Lab
V-Lab
OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:13.52% (-0.42%)
Analysis last updated: Wednesday, December 3, 2025 at 04:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index GJR-GARCH
paramt-stat
ω0.029821.66
α0.02379.93
β0.9008482.76
γ0.121923.21
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts