OMX Copenhagen Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.49% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 16.08 | |
| 0.1008 | 35.96 | |
| 0.8721 | 297.15 | |
| 0.3954 | 21.51 |
Estimation Period:
Jan 1, 1996 to Feb 20, 2026
Jan 1, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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