V-Lab
V-Lab
OMX Stockholm 30 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 5th, 2023:13.14% (-0.30%)

Analysis last updated: Wednesday, October 4, 2023 at 03:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index MF2-GARCH
paramt-stat
m66
α0.00682.63
β0.8682324.91
γ0.150233.17
λ10.02643.70
λ20.13053.60
λ30.854921.22
Estimation Period:
Jan 2, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts