OMX Tallinn Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.85% (-2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1628 | 23.74 | |
| 0.2939 | 13.78 | |
| 0.2445 | 20.00 | |
| 0.0323 | 1.21 | |
| 0.3951 | 1.36 | |
| 0.6049 | 1.98 |
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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