OMX Copenhagen 20 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.55% (+4.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0151 | 10.09 | |
| 0.1536 | 34.32 | |
| 0.9686 | 478.80 | |
| -0.0566 | -15.45 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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