OMX Riga Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
9.24%
increased by 0.52%
1 Week
9.99%
increased by 1.27%
1 Month
12.32%
increased by 3.60%
Analysis last updated: Friday, June 12, 2026 at 07:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2293 | 3.24 | |
| 0.1092 | 43.68 | |
| 0.9846 | 214.00 | |
| 3.1562 | 26.17 |
Estimation Period:
Jan 3, 2000 to May 29, 2026
Jan 3, 2000 to May 29, 2026
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