OMX Riga Index APARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
9.94%
increased by 0.26%
1 Week
11.04%
increased by 1.36%
1 Month
14.48%
increased by 4.80%
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 | |
|---|---|---|
| 0.0557 | 19.08 | |
| 0.1535 | 29.80 | |
| 0.8420 | 159.44 | |
| 0.1193 | 6.36 | |
| 1.4669 | 23.69 |
Estimation Period:
Jan 3, 2000 to May 29, 2026
Jan 3, 2000 to May 29, 2026
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