OMX Vilnius Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.80% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0094 | 15.05 | |
| 0.1028 | 18.77 | |
| 0.8832 | 202.99 | |
| 0.0279 | 2.81 |
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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