OMX Copenhagen 20 Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
18.04%
decreased by 0.07%
1 Week
18.17%
increased by 0.06%
1 Month
18.60%
increased by 0.49%
Analysis last updated: Tuesday, June 16, 2026 at 05:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0152 | 10.16 | |
| 0.1527 | 34.67 | |
| 0.9692 | 487.29 | |
| -0.0569 | -15.76 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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