OMX Iceland All-Share Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
24.77%
decreased by 0.82%
1 Week
24.71%
decreased by 0.88%
1 Month
24.45%
decreased by 1.14%
Analysis last updated: Tuesday, June 16, 2026 at 05:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 15.74 | |
| 0.0659 | 35.04 | |
| 0.9282 | 446.23 | |
| 0.0505 | 3.63 |
Estimation Period:
Jan 1, 1993 to Jun 12, 2026
Jan 1, 1993 to Jun 12, 2026
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