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V-Lab

OMX Tallinn Index AGARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Tuesday, June 16th, 2026

1 Day

6.32%

decreased by 0.20%

1 Week

6.89%

increased by 0.37%

1 Month

8.92%

increased by 2.40%

Analysis last updated: Tuesday, June 16, 2026 at 05:55 PM UTC

Date Range:

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graph of OMX Tallinn Index AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time