OMX Stockholm 30 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.75% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 8.23 | |
| 0.1521 | 43.94 | |
| 0.9798 | 1,028.14 | |
| -0.0840 | -25.32 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices