V-Lab
V-Lab
OMX Copenhagen 20 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:8.78% (-7.92%)

Analysis last updated: Friday, May 17, 2024 at 08:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Copenhagen 20 Index MF2-GARCH
paramt-stat
m26
α0.98349833720.00
β0.0109109410.00
γ0.0114113750.00
λ10.684221.99
λ20.450121.34
λ30.00000.00
Estimation Period:
Jan 1, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts