OMX Copenhagen 20 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.07% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5331 | 7.06 | |
| 0.0745 | 31.93 | |
| 0.9873 | 530.83 | |
| 6.1423 | 8.44 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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