OMX Copenhagen 20 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:746.93% (+592.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7401 | 7,400,880.00 | |
| 0.0099 | 99,120.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.4886 | 25.09 | |
| 0.2771 | 27.02 | |
| 0.3441 | 12.65 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices