V-Lab
V-Lab
OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 15th, 2025:15.14% (-0.16%)
Analysis last updated: Monday, July 14, 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
ω0.030321.70
α0.02399.89
β0.9000478.71
γ0.123023.18
Estimation Period:
Jan 2, 1990 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts