OMX Riga Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
10.21%
decreased by 0.13%
1 Week
11.28%
increased by 0.94%
1 Month
14.26%
increased by 3.92%
Analysis last updated: Monday, June 15, 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 | |
|---|---|---|
| 0.0594 | 20.94 | |
| 0.1026 | 17.12 | |
| 0.8343 | 173.56 | |
| 0.0667 | 4.68 |
Estimation Period:
Jan 3, 2000 to May 29, 2026
Jan 3, 2000 to May 29, 2026
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