OMX Vilnius Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:8.86% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 14.54 | |
| 0.1137 | 26.69 | |
| 0.8863 | 210.08 |
Estimation Period:
Jan 3, 2000 to Jan 30, 2026
Jan 3, 2000 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices