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V-Lab

OMX Vilnius Index GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Tuesday, June 16th, 2026

1 Day

6.67%

decreased by 0.19%

1 Week

7.02%

increased by 0.16%

1 Month

8.26%

increased by 1.40%

Analysis last updated: Monday, June 15, 2026 at 07:04 AM UTC

Date Range:

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graph of OMX Vilnius Index GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time