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OMX

OMX 30 (Sweden)
24 October 2025
OMXH25 Next

Returns

Returns chart for OMX showing historical price movements

Data density with normal and t(3)

Data density chart for OMX with normal and t(3) distributions

Value-at-Risk

Value-at-Risk chart for OMX showing risk forecasts

Expected Shortfall

Expected Shortfall chart for OMX showing tail risk measures

Risk forecasts

Type HS MA EWMA GARCH tGARCH EVT ModelRisk Mean
VaR 3.00000000 2.50000000 1.70000005 2.00000000 2.09999990 2.89999986 1.79999995 2.40000010
ES 3.79999995 2.89999986 1.89999998 2.20000005 2.70000005 4.00000000 2.09999990 2.89999986

Price drop given year

Price drop given year chart for OMX showing historical decline patterns

Probability of price drop

Probability of price drop chart for OMX showing risk event likelihood

Autocorrelations

Autocorrelation Function (ACF) plot showing return and squared return patterns for OMX

Quantile-Quantile plots

Quantile-Quantile QQ plots for OMX across various tail thicknesses.
Extreme Risk. Daily Market Risk Forecasts

Real-time market risk analysis and forecasts for global financial markets

© Jon Danielsson