OMX Vilnius Index AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 16th, 2026
1 Day
6.76%
decreased by 0.08%
1 Week
7.12%
increased by 0.28%
1 Month
8.47%
increased by 1.63%
Analysis last updated: Monday, June 15, 2026 at 07:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0088 | 14.64 | |
| 0.1229 | 28.48 | |
| 0.8814 | 211.26 | |
| 0.0674 | 4.90 |
Estimation Period:
Jan 3, 2000 to May 29, 2026
Jan 3, 2000 to May 29, 2026
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