OMX Vilnius Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:6.70% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 10.87 | |
| 0.2333 | 33.32 | |
| 0.9813 | 763.63 | |
| -0.0225 | -4.87 |
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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