OMX Riga Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:13.03% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0423 | 17.93 | |
| 0.2743 | 35.27 | |
| 0.9537 | 402.58 | |
| -0.0412 | -5.54 |
Estimation Period:
Jan 3, 2000 to Feb 13, 2026
Jan 3, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices