OMX Vilnius Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:9.39% (+1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1433 | 3.67 | |
| 0.1167 | 62.40 | |
| 0.9902 | 396.73 | |
| 3.5259 | 30.72 |
Estimation Period:
Jan 3, 2000 to Jan 30, 2026
Jan 3, 2000 to Jan 30, 2026
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