OMX Copenhagen Index MEM Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
20.79%
increased by 0.15%
1 Week
20.85%
increased by 0.21%
1 Month
21.05%
increased by 0.41%
Analysis last updated: Monday, June 8, 2026 at 04:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0413 | 21.80 | |
| 0.2214 | 47.51 | |
| 0.7574 | 187.62 |
Estimation Period:
Jun 15, 2001 to Jun 4, 2026
Jun 15, 2001 to Jun 4, 2026
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