The article compares different models to predict how much the Swedish stock market will go up and down in the future. They looked at five GARCH models and EWMA, using different ways to guess the risk. The best models for predicting volatility are APARCH, while for predicting risk, it's APARCH, GJR-GARCH, or EGARCH with special distributions. The simple GARCH and EWMA models didn't work as well for these predictions.