V-Lab
V-Lab
OMX Stockholm 30 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 19th, 2025:19.32% (-0.88%)
Analysis last updated: Tuesday, March 18, 2025 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
α0.00732.82
β0.8680321.96
γ0.148833.17
λ10.02453.98
λ20.11513.76
λ30.871125.51
Estimation Period:
Jan 2, 1990 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts