OMX Copenhagen Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
15.75%
increased by 0.09%
1 Week
15.93%
increased by 0.27%
1 Month
16.53%
increased by 0.87%
Analysis last updated: Monday, June 15, 2026 at 04:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 15.16 | |
| 0.0982 | 35.80 | |
| 0.8756 | 301.72 | |
| 0.4010 | 21.46 |
Estimation Period:
Jan 1, 1996 to Jun 12, 2026
Jan 1, 1996 to Jun 12, 2026
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