OMX Copenhagen Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.41% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 23.39 | |
| 0.0483 | 17.30 | |
| 0.8837 | 326.57 | |
| 0.0940 | 12.95 |
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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