OMX Copenhagen 20 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.11% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5160 | 7.11 | |
| 0.0744 | 31.66 | |
| 0.9871 | 523.09 | |
| 6.1317 | 8.36 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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