OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
14.05%
decreased by 0.18%
1 Week
14.38%
increased by 0.15%
1 Month
15.50%
increased by 1.27%
Analysis last updated: Friday, July 3, 2026 at 04:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 21.95 | |
| 0.0233 | 9.87 | |
| 0.9008 | 484.32 | |
| 0.1220 | 23.50 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
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