OMX Copenhagen Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
16.98%
decreased by 0.85%
1 Week
17.02%
decreased by 0.81%
1 Month
17.13%
decreased by 0.70%
Analysis last updated: Tuesday, June 9, 2026 at 04:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2966 | 6.35 | |
| 0.0863 | 25.46 | |
| 0.9855 | 417.57 | |
| 7.1339 | 5.55 |
Estimation Period:
Jan 1, 1996 to Jun 4, 2026
Jan 1, 1996 to Jun 4, 2026
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