OMX Tallinn Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.63% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7124 | 9.02 | |
| 0.1064 | 121.13 | |
| 0.9985 | 6,280.00 | |
| 3.6005 | 99.11 |
Estimation Period:
Jun 3, 1996 to Feb 6, 2026
Jun 3, 1996 to Feb 6, 2026
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