OMX Tallinn Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.39% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 15.68 | |
| 0.1170 | 27.39 | |
| 0.8830 | 234.72 | |
| 0.0322 | 2.00 | |
| 1.8501 | 40.46 |
Estimation Period:
Jun 3, 1996 to Feb 13, 2026
Jun 3, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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