OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
16.34%
decreased by 0.30%
1 Week
16.56%
decreased by 0.08%
1 Month
17.34%
increased by 0.70%
Analysis last updated: Wednesday, June 10, 2026 at 04:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 21.96 | |
| 0.0234 | 9.88 | |
| 0.9007 | 484.27 | |
| 0.1221 | 23.47 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other GJR-GARCH Analyses on Equity Indices