V-Lab
V-Lab
OMX Vilnius Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:7.04% (-0.16%)

Analysis last updated: Thursday, April 25, 2024 at 07:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Vilnius Index GJR-GARCH
paramt-stat
ω0.010514.01
α0.104017.39
β0.8820187.95
γ0.02792.52
Estimation Period:
Jan 3, 2000 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts