OMX Copenhagen 20 Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.90%
decreased by 1.14%
1 Week
18.10%
decreased by 0.94%
1 Month
18.70%
decreased by 0.34%
Analysis last updated: Saturday, June 13, 2026 at 06:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0576 | 25.95 | |
| 0.1289 | 48.41 | |
| 0.8244 | 393.87 | |
| 0.3648 | 19.92 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
Other AGARCH Analyses on Equity Indices