OMX Copenhagen Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.13% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 21.28 | |
| 0.1011 | 36.08 | |
| 0.8836 | 353.28 |
Estimation Period:
Jan 1, 1996 to Feb 6, 2026
Jan 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices