OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
24.40%
increased by 0.38%
1 Week
24.35%
increased by 0.33%
1 Month
24.18%
increased by 0.16%
Analysis last updated: Thursday, April 2, 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 | |
|---|---|---|
| 0.0303 | 21.90 | |
| 0.0238 | 9.96 | |
| 0.9004 | 482.81 | |
| 0.1219 | 23.19 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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