OMX Tallinn Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.61% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 21.26 | |
| 0.2262 | 41.06 | |
| 0.9859 | 1,158.49 | |
| -0.0150 | -3.01 |
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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