V-Lab
V-Lab
OMX Stockholm 30 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 15th, 2025:40.21% (-2.29%)
Analysis last updated: Monday, April 14, 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
α0.00752.85
β0.8667320.40
γ0.151133.47
λ10.02394.13
λ20.11153.87
λ30.875227.29
Estimation Period:
Jan 2, 1990 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts