OMX Copenhagen 20 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.09% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0154 | 10.34 | |
| 0.1551 | 34.49 | |
| 0.9687 | 479.06 | |
| -0.0568 | -15.51 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices