V-Lab
V-Lab
OMX Copenhagen Index Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:21.33% (-0.65%)

Analysis last updated: Tuesday, May 7, 2024 at 03:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Copenhagen Index AMEM
paramt-stat
ω0.045026.05
α0.116329.58
β0.7811215.41
γ0.130315.42
Estimation Period:
Jun 15, 2001 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts