OMX Stockholm 30 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.27% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 3.57 | |
| 0.0852 | 44.42 | |
| 0.8921 | 439.45 | |
| 0.6465 | 30.31 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices