V-Lab
V-Lab
OMX Stockholm 30 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, August 1st, 2025:14.04% (+1.28%)
Analysis last updated: Thursday, July 31, 2025 at 05:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index MF2-GARCH
paramt-stat
m66
α0.00712.64
β0.8635309.29
γ0.153033.67
λ10.02503.86
λ20.11763.67
λ30.868324.25
Estimation Period:
Jan 2, 1990 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts