OMX Vilnius Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.57% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 14.41 | |
| 0.1168 | 22.69 | |
| 0.8832 | 162.83 | |
| 0.0782 | 4.64 | |
| 1.6158 | 21.04 |
Estimation Period:
Jan 3, 2000 to Feb 6, 2026
Jan 3, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices