OMX Tallinn Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.74% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 16.17 | |
| 0.1140 | 27.19 | |
| 0.8786 | 233.31 | |
| 0.0148 | 1.84 |
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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