OMX Stockholm 30 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.88% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8756 | 8.40 | |
| 0.0760 | 34.69 | |
| 0.9894 | 763.39 | |
| 8.8285 | 5.39 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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