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V-Lab

OMX Copenhagen 20 Index MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Tuesday, June 9th, 2026

1 Day

14.37%

increased by 7.02%

1 Week

21.88%

increased by 14.53%

1 Month

160.08%

increased by 152.73%

Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC

Date Range:

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graph of OMX Copenhagen 20 Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time