OMX Tallinn Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
7.08%
increased by 1.25%
1 Week
7.41%
increased by 1.58%
1 Month
8.61%
increased by 2.78%
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 | |
|---|---|---|
| 6.8493 | 8.93 | |
| 0.1091 | 120.10 | |
| 0.9986 | 6,319.94 | |
| 3.7465 | 85.21 |
Estimation Period:
Jun 3, 1996 to Jun 5, 2026
Jun 3, 1996 to Jun 5, 2026
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