V-Lab
V-Lab
OMX Tallinn Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:6.66% (+1.20%)

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 MF2-GARCH
paramt-stat
m31
α0.163922.06
β0.277111.59
γ0.252718.77
λ10.03951.02
λ20.51061.15
λ30.48941.05
Estimation Period:
Jun 3, 1996 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts