V-Lab
V-Lab
OMX Tallinn Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:6.04% (+0.02%)

Analysis last updated: Thursday, May 2, 2024 at 04:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Tallinn Index MF2-GARCH
paramt-stat
m31
α0.163521.96
β0.276711.54
γ0.253318.76
λ10.04021.01
λ20.51221.14
λ30.48781.04
Estimation Period:
Jun 3, 1996 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts