OMX Copenhagen 20 Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.88% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0421 | 17.81 | |
| 0.1004 | 35.59 | |
| 0.8719 | 299.41 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices