OMX Vilnius Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.80% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 14.62 | |
| 0.1232 | 28.25 | |
| 0.8815 | 209.98 | |
| 0.0639 | 4.59 |
Estimation Period:
Jan 3, 2000 to Feb 6, 2026
Jan 3, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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