OMX Riga Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
11.13%
increased by 0.66%
1 Week
12.20%
increased by 1.73%
1 Month
15.13%
increased by 4.66%
Analysis last updated: Friday, June 12, 2026 at 07:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0650 | 20.14 | |
| 0.1500 | 29.02 | |
| 0.8153 | 157.76 | |
| 0.1516 | 4.49 |
Estimation Period:
Jan 3, 2000 to May 29, 2026
Jan 3, 2000 to May 29, 2026
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