OMX Copenhagen 20 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
18.37%
decreased by 0.69%
1 Week
18.40%
decreased by 0.66%
1 Month
18.51%
decreased by 0.55%
Analysis last updated: Wednesday, June 10, 2026 at 05:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5128 | 7.14 | |
| 0.0733 | 31.79 | |
| 0.9873 | 538.03 | |
| 6.0954 | 8.48 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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