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V-Lab
V-Lab
OMX Stockholm 30 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:14.98% (-0.62%)
Analysis last updated: Wednesday, November 26, 2025 at 04:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Stockholm 30 Index MF2-GARCH
paramt-stat
m66
α0.00732.75
β0.8642309.75
γ0.152033.57
λ10.02344.03
λ20.11203.81
λ30.874526.62
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts