OMX Copenhagen 20 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.93%
decreased by 0.48%
1 Week
18.03%
decreased by 0.38%
1 Month
18.35%
decreased by 0.06%
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 | |
|---|---|---|
| 0.0450 | 18.63 | |
| 0.0575 | 15.00 | |
| 0.8740 | 309.72 | |
| 0.0778 | 9.52 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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