OMX Riga Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.22% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2188 | 3.28 | |
| 0.1107 | 42.20 | |
| 0.9837 | 203.87 | |
| 3.1561 | 25.50 |
Estimation Period:
Jan 3, 2000 to Jan 30, 2026
Jan 3, 2000 to Jan 30, 2026
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