OMX Vilnius Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:7.32% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 14.52 | |
| 0.1138 | 26.69 | |
| 0.8862 | 209.80 |
Estimation Period:
Jan 3, 2000 to Feb 13, 2026
Jan 3, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices