OMX Tallinn Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.70%
decreased by 0.24%
1 Week
5.99%
increased by 0.05%
1 Month
7.24%
increased by 1.30%
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 | |
|---|---|---|
| 0.0212 | 20.97 | |
| 0.2305 | 41.11 | |
| 0.9867 | 1,173.26 | |
| -0.0158 | -3.13 |
Estimation Period:
Jun 3, 1996 to Jun 12, 2026
Jun 3, 1996 to Jun 12, 2026
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