OMX Tallinn Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.73% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 15.68 | |
| 0.1171 | 27.37 | |
| 0.8829 | 234.07 | |
| 0.0324 | 2.01 | |
| 1.8495 | 40.47 |
Estimation Period:
Jun 3, 1996 to Feb 6, 2026
Jun 3, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices