OMX Tallinn Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.60% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 15.90 | |
| 0.1212 | 31.37 | |
| 0.8788 | 239.65 |
Estimation Period:
Jun 3, 1996 to Feb 20, 2026
Jun 3, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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