OMX Stockholm 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.34% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 21.76 | |
| 0.0238 | 10.02 | |
| 0.9010 | 484.15 | |
| 0.1210 | 23.07 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices