OMX Copenhagen Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.31% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 7.39 | |
| 0.1608 | 32.84 | |
| 0.9718 | 845.78 | |
| -0.0709 | -16.51 |
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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