OMX Copenhagen 20 Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.01% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 16.96 | |
| 0.0848 | 32.17 | |
| 0.9046 | 294.94 | |
| 0.3480 | 14.91 | |
| 1.2399 | 18.92 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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