OMX Vilnius Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.49% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1408 | 3.67 | |
| 0.1165 | 62.37 | |
| 0.9903 | 397.21 | |
| 3.5278 | 30.65 |
Estimation Period:
Jan 3, 2000 to Feb 6, 2026
Jan 3, 2000 to Feb 6, 2026
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