OMX Copenhagen Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
16.64%
decreased by 0.59%
1 Week
16.73%
decreased by 0.50%
1 Month
17.04%
decreased by 0.19%
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 | |
|---|---|---|
| 0.0289 | 23.30 | |
| 0.0469 | 17.09 | |
| 0.8853 | 330.10 | |
| 0.0939 | 13.22 |
Estimation Period:
Jan 1, 1996 to Jun 4, 2026
Jan 1, 1996 to Jun 4, 2026
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