ISEQ All-Share Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.49% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 22.24 | |
| 0.0853 | 38.94 | |
| 0.9005 | 435.89 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices