V-Lab
V-Lab
OMX Stockholm 30 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:12.84% (0.00%)
Analysis last updated: Thursday, July 10, 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
α0.00732.71
β0.8638311.52
γ0.153033.70
λ10.02423.97
λ20.11513.77
λ30.871125.54
Estimation Period:
Jan 2, 1990 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts