OMX Tallinn Index APARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
7.12%
increased by 0.87%
1 Week
7.51%
increased by 1.26%
1 Month
8.90%
increased by 2.65%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 15.43 | |
| 0.1179 | 27.13 | |
| 0.8821 | 232.25 | |
| 0.0324 | 2.03 | |
| 1.8751 | 40.49 |
Estimation Period:
Jun 3, 1996 to Jun 5, 2026
Jun 3, 1996 to Jun 5, 2026
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