OMX Vilnius Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.03% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 10.91 | |
| 0.2333 | 33.31 | |
| 0.9813 | 763.62 | |
| -0.0225 | -4.88 |
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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