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OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
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OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 14th, 2025:43.62% (-2.20%)
Analysis last updated: Friday, April 11, 2025 at 03:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index GJR-GARCH
Volatility Summary Table
Closing Price:

SEK 2,276.55

Return:

-0.18%

1 Week Pred:

43.19%

Average Week Vol:

45.88%

Average Month Vol:

30.02%

1 Month Pred:

41.59%

Min Vol:

9.56%

Max Vol:

79.69%

6 Month Pred:

34.44%

Average Vol:

21.99%

Vol of Vol:

22.89%

1 Year Pred:

30.30%

paramt-stat
ω0.029321.14
α0.02359.85
β0.9020479.51
γ0.121623.14
Estimation Period:
Jan 2, 1990 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts