OMX Copenhagen 20 Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.33% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0417 | 17.66 | |
| 0.1005 | 35.60 | |
| 0.8722 | 300.65 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices