As Tallinna Sadam GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.85% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1083 | 10.46 | |
| 0.2076 | 6.74 | |
| 0.6777 | 33.07 | |
| -0.0658 | -1.70 |
Estimation Period:
Jun 13, 2018 to Feb 6, 2026
Jun 13, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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