V-Lab
V-Lab
OMX Stockholm 30 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 6th, 2025:20.64% (-1.10%)
Analysis last updated: Monday, May 5, 2025 at 03:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index MF2-GARCH
paramt-stat
m66
α0.00742.78
β0.8642311.88
γ0.152433.54
λ10.02473.95
λ20.11613.74
λ30.870025.12
Estimation Period:
Jan 2, 1990 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts