OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:12.80% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 21.65 | |
| 0.0237 | 9.92 | |
| 0.9007 | 482.20 | |
| 0.1220 | 23.22 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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