ISEQ All-Share Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
17.11%
decreased by 0.58%
1 Week
17.18%
decreased by 0.51%
1 Month
17.45%
decreased by 0.24%
Analysis last updated: Tuesday, June 9, 2026 at 05:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 27.20 | |
| 0.0432 | 17.53 | |
| 0.8989 | 482.27 | |
| 0.0816 | 12.90 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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