OMX Copenhagen 20 Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
23.93%
decreased by 1.24%
1 Week
23.69%
decreased by 1.48%
1 Month
22.86%
decreased by 2.31%
Analysis last updated: Friday, June 12, 2026 at 10:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0432 | 34.10 | |
| 0.1242 | 32.48 | |
| 0.7970 | 289.07 | |
| 0.0989 | 14.35 |
Estimation Period:
Feb 26, 1993 to Jun 4, 2026
Feb 26, 1993 to Jun 4, 2026
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