V-Lab
V-Lab
OMX Stockholm 30 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 11th, 2024:13.83% (+1.43%)

Analysis last updated: Thursday, October 10, 2024 at 03:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index MF2-GARCH
paramt-stat
m66
α0.00702.71
β0.8669321.80
γ0.150633.50
λ10.02533.82
λ20.12533.67
λ30.860522.69
Estimation Period:
Jan 2, 1990 to Oct 4, 2024
Impact of return on volatility tomorrow
Volatility Forecasts