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V-Lab
V-Lab
OMX Stockholm 30 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:11.74% (-0.36%)
Analysis last updated: Wednesday, November 5, 2025 at 04:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index MF2-GARCH
paramt-stat
m66
α0.00732.73
β0.8644311.28
γ0.151833.60
λ10.02334.03
λ20.11283.82
λ30.873726.51
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts