V-Lab
V-Lab
OMX Stockholm 30 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:16.49% (-0.39%)
Analysis last updated: Friday, May 30, 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
α0.00722.69
β0.8640311.81
γ0.152733.66
λ10.02483.91
λ20.11703.71
λ30.868924.67
Estimation Period:
Jan 2, 1990 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts