V-Lab
V-Lab
OMX Stockholm 30 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:13.92% (-0.09%)
Analysis last updated: Friday, June 27, 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
α0.00732.74
β0.8637311.03
γ0.153033.68
λ10.02443.96
λ20.11563.76
λ30.870525.35
Estimation Period:
Jan 2, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts