Tallinna Vesi EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.89% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0610 | 14.23 | |
| 0.3300 | 35.99 | |
| 0.9118 | 287.36 | |
| 0.0348 | 3.86 |
Estimation Period:
Jun 13, 2005 to Feb 6, 2026
Jun 13, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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