OMX Iceland All-Share Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.71% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0072 | 14.69 | |
| 0.0642 | 34.16 | |
| 0.9297 | 453.76 |
Estimation Period:
Jan 1, 1993 to Feb 13, 2026
Jan 1, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices