OMX Vilnius Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.46% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 14.55 | |
| 0.1137 | 26.70 | |
| 0.8863 | 210.08 |
Estimation Period:
Jan 3, 2000 to Feb 6, 2026
Jan 3, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices