OMX Riga Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:12.25% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0627 | 20.89 | |
| 0.1030 | 16.97 | |
| 0.8314 | 168.71 | |
| 0.0675 | 4.68 |
Estimation Period:
Jan 3, 2000 to Feb 20, 2026
Jan 3, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices