OMX Tallinn Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:8.10% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.6972 | 9.02 | |
| 0.1062 | 121.10 | |
| 0.9985 | 6,280.03 | |
| 3.6005 | 99.18 |
Estimation Period:
Jun 3, 1996 to Feb 23, 2026
Jun 3, 1996 to Feb 23, 2026
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