OMX Copenhagen Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.07% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0097 | 7.37 | |
| 0.1602 | 32.86 | |
| 0.9718 | 847.29 | |
| -0.0707 | -16.50 |
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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