In this work, we present results for dynamical (hyper)polarizabilities of the ozone molecule with inclusion of vibrational corrections. Electronic contributions for dynamic properties were computed analytically at the single and double coupled cluster level through response theories for the frequencies 0, 0.0239, 0.0428, and 0.0656 hartree. In the static limit, the electronic contributions were also computed at the single and double coupled cluster with perturbative correction of connected triple excitations level by means of the finite-field method. It was found that the inclusion of connected triple excitations is important, especially for a reliable description of the hyperpolarizabilities. Vibrational corrections were calculated by means of the perturbation theoretical method. The zero-point vibrational average correction was found to be relevant only for the linear polarizability, representing approximately 8% of the corresponding electronic contribution. Results also showed that the pure vibrational correction is relevant for the dc-Pockels effect, dc-second harmonic generation, intensity dependent refractive index, and dc-Kerr effect nonlinear optical processes. The double-harmonic approximation is in general suitable to compute this correction, the anharmonicity being small for the dc-Kerr effect and negligible for the other processes.