OMX Riga Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.38% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0749 | 19.95 | |
| 0.1579 | 28.15 | |
| 0.8032 | 143.65 |
Estimation Period:
Jan 3, 2000 to Feb 6, 2026
Jan 3, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices