V-Lab
V-Lab
OMX Stockholm 30 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:15.59% (-0.72%)

Analysis last updated: Thursday, November 21, 2024 at 04:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index MF2-GARCH
paramt-stat
m66
α0.00752.88
β0.8673321.36
γ0.150233.36
λ10.02354.10
λ20.11593.90
λ30.870926.38
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts