OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:21.80% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 21.92 | |
| 0.0239 | 9.99 | |
| 0.9003 | 481.19 | |
| 0.1218 | 23.10 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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