V-Lab
V-Lab
OMX Tallinn Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:5.82% (+0.31%)

Analysis last updated: Thursday, May 16, 2024 at 07:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Tallinn Index GJR-GARCH
paramt-stat
ω0.011114.88
α0.119726.43
β0.8774215.47
γ0.00590.73
Estimation Period:
Jun 3, 1996 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts