OMX Copenhagen 20 Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:45.59% (-4.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0613 | 27.37 | |
| 0.1327 | 47.97 | |
| 0.8180 | 386.95 | |
| 0.3570 | 19.78 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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