V-Lab
V-Lab
OMX Copenhagen 20 Index Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, December 8th, 2021:38.20% (+8.28%)

Analysis last updated: Tuesday, December 7, 2021 at 03:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Copenhagen 20 Index AMEM
paramt-stat
ω0.049130.42
α0.138730.43
β0.7752216.23
γ0.097310.95
Estimation Period:
Feb 26, 1993 to Dec 3, 2021
Impact of return on volatility tomorrow
Volatility Forecasts