OMX Tallinn Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.24% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 21.25 | |
| 0.2261 | 41.10 | |
| 0.9859 | 1,164.05 | |
| -0.0149 | -3.00 |
Estimation Period:
Jun 3, 1996 to Feb 20, 2026
Jun 3, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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