OMX Copenhagen Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.67% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 23.32 | |
| 0.0482 | 17.27 | |
| 0.8838 | 326.96 | |
| 0.0948 | 12.99 |
Estimation Period:
Jan 1, 1996 to Feb 6, 2026
Jan 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices