OMX Tallinn Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.65% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 15.91 | |
| 0.1213 | 31.32 | |
| 0.8787 | 238.83 |
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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