OMX Tallinn Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:7.03% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 16.17 | |
| 0.1139 | 27.20 | |
| 0.8787 | 233.96 | |
| 0.0147 | 1.82 |
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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