OMX Tallinn Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.66% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 18.19 | |
| 0.1534 | 39.42 | |
| 0.8556 | 247.91 | |
| 0.0166 | 0.95 |
Estimation Period:
Jun 3, 1996 to Feb 6, 2026
Jun 3, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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