ISEQ All-Share Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:18.72% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 22.25 | |
| 0.0854 | 39.03 | |
| 0.9004 | 436.25 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices