OMX Vilnius Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:6.85% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 14.39 | |
| 0.1169 | 22.69 | |
| 0.8831 | 162.82 | |
| 0.0781 | 4.64 | |
| 1.6168 | 21.04 |
Estimation Period:
Jan 3, 2000 to Feb 13, 2026
Jan 3, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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