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V-Lab
V-Lab
OMX Stockholm 30 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:12.05% (-0.26%)
Analysis last updated: Wednesday, October 15, 2025 at 03:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index MF2-GARCH
paramt-stat
m66
α0.00742.78
β0.8644310.58
γ0.151933.55
λ10.02314.08
λ20.11083.85
λ30.875927.31
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts