OMX Stockholm 30 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:10.25% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0073 | 2.72 | |
| 0.8633 | 308.23 | |
| 0.1526 | 33.77 | |
| 0.0232 | 4.00 | |
| 0.1148 | 3.82 | |
| 0.8718 | 26.03 |
Estimation Period:
Jan 2, 1990 to Jan 5, 2026
Jan 2, 1990 to Jan 5, 2026
News Impact Curve
Volatility Forecasts
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