OMX Copenhagen Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.30% (-9.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7352 | 7,351,600.00 | |
| 0.0148 | 148,400.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.6929 | 25.68 | |
| 0.3627 | 22.45 | |
| 0.0195 | 0.42 |
Estimation Period:
Jan 1, 1996 to Feb 20, 2026
Jan 1, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices