OMX Vilnius Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:7.21% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1382 | 3.67 | |
| 0.1169 | 62.41 | |
| 0.9902 | 395.93 | |
| 3.5276 | 30.68 |
Estimation Period:
Jan 3, 2000 to Feb 20, 2026
Jan 3, 2000 to Feb 20, 2026
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