OMX Riga Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
10.50%
increased by 0.12%
1 Week
11.53%
increased by 1.15%
1 Month
14.41%
increased by 4.03%
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 | |
|---|---|---|
| 0.0594 | 20.94 | |
| 0.1026 | 17.12 | |
| 0.8343 | 173.56 | |
| 0.0667 | 4.68 |
Estimation Period:
Jan 3, 2000 to May 29, 2026
Jan 3, 2000 to May 29, 2026
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