OMX Copenhagen 20 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.16% (-2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0459 | 18.69 | |
| 0.0592 | 15.12 | |
| 0.8716 | 303.37 | |
| 0.0786 | 9.34 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices