OMX Copenhagen Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.02%
decreased by 0.23%
1 Week
17.05%
decreased by 0.20%
1 Month
17.17%
decreased by 0.08%
Analysis last updated: Friday, June 12, 2026 at 04:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2972 | 6.36 | |
| 0.0863 | 25.45 | |
| 0.9855 | 418.28 | |
| 7.1443 | 5.55 |
Estimation Period:
Jan 1, 1996 to Jun 12, 2026
Jan 1, 1996 to Jun 12, 2026
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