OMX Vilnius Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:7.99% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 14.58 | |
| 0.1235 | 28.25 | |
| 0.8812 | 209.42 | |
| 0.0637 | 4.58 |
Estimation Period:
Jan 3, 2000 to Feb 20, 2026
Jan 3, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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