OMX Copenhagen Index Asy. MEM Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
19.66%
decreased by 1.17%
1 Week
19.58%
decreased by 1.25%
1 Month
19.31%
decreased by 1.52%
Analysis last updated: Tuesday, June 9, 2026 at 04:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0430 | 25.85 | |
| 0.1121 | 27.12 | |
| 0.7875 | 217.17 | |
| 0.1362 | 17.14 |
Estimation Period:
Jun 15, 2001 to Jun 4, 2026
Jun 15, 2001 to Jun 4, 2026
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