OMX Stockholm 30 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.71% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 3.66 | |
| 0.0852 | 44.40 | |
| 0.8919 | 438.73 | |
| 0.6455 | 30.27 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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