V-Lab
V-Lab
OMX Copenhagen Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:6.09% (-0.99%)

Analysis last updated: Friday, May 17, 2024 at 03:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Copenhagen Index MF2-GARCH
paramt-stat
m26
α0.71977197260.00
β0.0303302740.00
γ0.50005000000.00
λ10.646615394.31
λ20.35983598190.00
λ30.039319639.50
Estimation Period:
Jan 1, 1996 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts