OMX Copenhagen Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.24% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 25.00 | |
| 0.0861 | 32.37 | |
| 0.9076 | 331.22 | |
| 0.4674 | 21.24 | |
| 1.0722 | 31.46 |
Estimation Period:
Jan 1, 1996 to Feb 13, 2026
Jan 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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