ISEQ All-Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.81% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 27.46 | |
| 0.0441 | 17.27 | |
| 0.8973 | 472.51 | |
| 0.0815 | 12.58 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices