OMX Copenhagen Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:72.62% (+12.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7287 | 7,286,650.00 | |
| 0.0213 | 213,350.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.7361 | 7,361,210.00 | |
| 0.3089 | 3,088,600.00 | |
| 0.0276 | 276,210.00 |
Estimation Period:
Jan 1, 1996 to Feb 6, 2026
Jan 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices