OMX Stockholm 30 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:21.11% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0078 | 2.87 | |
| 0.8626 | 301.93 | |
| 0.1520 | 33.38 | |
| 0.0243 | 3.93 | |
| 0.1121 | 3.70 | |
| 0.8739 | 25.73 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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