OMX Copenhagen Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.65% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3117 | 6.20 | |
| 0.0877 | 25.24 | |
| 0.9855 | 404.87 | |
| 7.1789 | 5.46 |
Estimation Period:
Jan 1, 1996 to Feb 6, 2026
Jan 1, 1996 to Feb 6, 2026
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