V-Lab
V-Lab
OMX Stockholm 30 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 23rd, 2023:28.01% (-1.62%)

Analysis last updated: Wednesday, March 22, 2023, 04:35 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of OMX Stockholm 30 Index MF2-GARCH
paramt-stat
m66
α0.00722.73
β0.8693327.54
γ0.151232.87
λ10.02304.30
λ20.11194.08
λ30.876228.96
Estimation Period:
Jan 2, 1990 to Mar 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts