OMX Copenhagen 20 Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
19.61%
increased by 2.13%
1 Week
19.60%
increased by 2.12%
1 Month
19.60%
increased by 2.12%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0450 | 18.63 | |
| 0.0575 | 15.00 | |
| 0.8741 | 309.73 | |
| 0.0778 | 9.51 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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