V-Lab
V-Lab
OMX Stockholm 30 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:15.07% (-0.22%)

Analysis last updated: Friday, November 25, 2022, 04:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index MF2-GARCH
paramt-stat
m66
α0.00803.00
β0.8693326.43
γ0.151232.59
λ10.02174.55
λ20.10464.25
λ30.884132.55
Estimation Period:
Jan 2, 1990 to Nov 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts