V-Lab: OMX Stockholm 30 Index GJR-GARCH Volatility Analysis

V-Lab

OMX Stockholm 30 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 18th, 2022:19.85% (-0.87%)

Analysis last updated: Monday, January 17, 2022, 04:37 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0302	20.51
$α$	0.0249	9.63
$β$	0.8996	455.03
$γ$	0.1243	22.02

Estimation Period:
Jan 2, 1990 to Jan 14, 2022

News Impact Curve

Volatility Forecasts

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