OMX Tallinn Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:12.17% (+5.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 18.18 | |
| 0.1533 | 39.47 | |
| 0.8557 | 248.60 | |
| 0.0165 | 0.94 |
Estimation Period:
Jun 3, 1996 to Feb 13, 2026
Jun 3, 1996 to Feb 13, 2026
News Impact Curve
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