ISEQ All-Share Index APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
18.39%
decreased by 0.74%
1 Week
18.49%
decreased by 0.64%
1 Month
18.83%
decreased by 0.30%
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 | |
|---|---|---|
| 0.0238 | 26.43 | |
| 0.0855 | 40.45 | |
| 0.9129 | 466.97 | |
| 0.4188 | 23.45 | |
| 1.1292 | 24.89 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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