OMX Iceland All-Share Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
27.04%
decreased by 0.97%
1 Week
26.96%
decreased by 1.05%
1 Month
26.62%
decreased by 1.39%
Analysis last updated: Friday, June 12, 2026 at 06:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 16.15 | |
| 0.0548 | 19.33 | |
| 0.9296 | 451.03 | |
| 0.0194 | 4.28 |
Estimation Period:
Jan 1, 1993 to Jun 5, 2026
Jan 1, 1993 to Jun 5, 2026
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