OMX Vilnius Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:6.75% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1768 | 20.28 | |
| 0.5569 | 26.58 | |
| 0.1295 | 10.02 | |
| 0.0196 | 2.65 | |
| 0.1810 | 3.34 | |
| 0.8059 | 14.09 |
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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