OMX Stockholm 30 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:10.93% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0073 | 2.72 | |
| 0.8634 | 308.13 | |
| 0.1525 | 33.74 | |
| 0.0233 | 3.99 | |
| 0.1148 | 3.80 | |
| 0.8717 | 25.90 |
Estimation Period:
Jan 2, 1990 to Dec 23, 2025
Jan 2, 1990 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
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