OMX Riga Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:12.69% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0748 | 19.94 | |
| 0.1576 | 28.14 | |
| 0.8034 | 143.80 |
Estimation Period:
Jan 3, 2000 to Feb 13, 2026
Jan 3, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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