OMX Copenhagen 20 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.56% (-4.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0606 | 27.11 | |
| 0.1327 | 47.99 | |
| 0.8189 | 389.74 | |
| 0.3572 | 19.81 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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