OMX Riga Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.18% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0732 | 19.81 | |
| 0.1587 | 28.29 | |
| 0.8040 | 145.11 |
Estimation Period:
Jan 3, 2000 to Jan 30, 2026
Jan 3, 2000 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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