OMX Copenhagen 20 Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:37.58% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0153 | 10.32 | |
| 0.1547 | 34.49 | |
| 0.9686 | 479.27 | |
| -0.0565 | -15.44 |
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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