OMX Vilnius Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
6.65%
decreased by 0.51%
1 Week
6.99%
decreased by 0.17%
1 Month
8.16%
increased by 1.00%
Analysis last updated: Monday, June 8, 2026 at 07:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1142 | 3.64 | |
| 0.1163 | 60.59 | |
| 0.9899 | 381.04 | |
| 3.5253 | 29.85 |
Estimation Period:
Jan 3, 2000 to May 29, 2026
Jan 3, 2000 to May 29, 2026
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