OMX Copenhagen 20 Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.62% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0417 | 17.69 | |
| 0.1001 | 35.65 | |
| 0.8724 | 301.36 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices