OMX Copenhagen 20 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.93% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0458 | 18.71 | |
| 0.0591 | 15.14 | |
| 0.8719 | 304.33 | |
| 0.0780 | 9.34 |
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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