OMX Copenhagen Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.85% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 21.28 | |
| 0.1007 | 36.11 | |
| 0.8838 | 353.95 |
Estimation Period:
Jan 1, 1996 to Feb 13, 2026
Jan 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices