OMX Vilnius Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.49% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 14.55 | |
| 0.1137 | 26.70 | |
| 0.8863 | 210.08 |
Estimation Period:
Jan 3, 2000 to Feb 6, 2026
Jan 3, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices