OMX Copenhagen Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.86% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3055 | 6.24 | |
| 0.0875 | 25.24 | |
| 0.9854 | 404.84 | |
| 7.1772 | 5.45 |
Estimation Period:
Jan 1, 1996 to Feb 13, 2026
Jan 1, 1996 to Feb 13, 2026
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