OMX Copenhagen Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.58% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 15.96 | |
| 0.1010 | 35.98 | |
| 0.8724 | 298.06 | |
| 0.3949 | 21.52 |
Estimation Period:
Jan 1, 1996 to Feb 6, 2026
Jan 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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