OMX Tallinn Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:6.95% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1632 | 23.84 | |
| 0.2938 | 13.84 | |
| 0.2441 | 20.00 | |
| 0.0319 | 1.22 | |
| 0.3923 | 1.37 | |
| 0.6077 | 2.02 |
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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