V-Lab
V-Lab
OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 6th, 2025:24.88% (-1.16%)
Analysis last updated: Monday, May 5, 2025 at 03:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index GJR-GARCH
paramt-stat
ω0.029621.25
α0.02359.84
β0.9016478.06
γ0.121623.10
Estimation Period:
Jan 2, 1990 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts