V-Lab
V-Lab
OMX Copenhagen 20 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:36.62% (+4.36%)

Analysis last updated: Saturday, May 4, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Copenhagen 20 Index MF2-GARCH
paramt-stat
m26
α0.96439642680.00
β0.0101101420.00
γ0.0512511800.00
λ10.683921.21
λ20.450721.68
λ30.00000.00
Estimation Period:
Jan 1, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts