OMX Copenhagen 20 Index MEM Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
23.76%
increased by 1.42%
1 Week
23.62%
increased by 1.28%
1 Month
23.12%
increased by 0.78%
Analysis last updated: Friday, June 5, 2026 at 08:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0406 | 10.71 | |
| 0.1864 | 44.59 | |
| 0.7893 | 271.70 |
Estimation Period:
Feb 26, 1993 to Jun 4, 2026
Feb 26, 1993 to Jun 4, 2026
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