OMX Vilnius Index APARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
7.30%
increased by 0.04%
1 Week
7.65%
increased by 0.39%
1 Month
8.87%
increased by 1.61%
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 | |
|---|---|---|
| 0.0153 | 14.53 | |
| 0.1172 | 22.89 | |
| 0.8828 | 162.86 | |
| 0.0831 | 4.95 | |
| 1.6009 | 21.00 |
Estimation Period:
Jan 3, 2000 to May 29, 2026
Jan 3, 2000 to May 29, 2026
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