OMX Riga Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.18% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0611 | 20.80 | |
| 0.1030 | 17.05 | |
| 0.8325 | 170.70 | |
| 0.0687 | 4.76 |
Estimation Period:
Jan 3, 2000 to Jan 30, 2026
Jan 3, 2000 to Jan 30, 2026
News Impact Curve
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