OMX Vilnius Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:7.15% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0094 | 15.03 | |
| 0.1030 | 18.78 | |
| 0.8830 | 202.42 | |
| 0.0280 | 2.81 |
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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