ISEQ All-Share Index AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
17.40%
decreased by 0.91%
1 Week
17.50%
decreased by 0.81%
1 Month
17.84%
decreased by 0.47%
Analysis last updated: Tuesday, June 9, 2026 at 05:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0144 | 12.26 | |
| 0.0897 | 44.79 | |
| 0.8901 | 411.12 | |
| 0.4357 | 25.21 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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