OMX Iceland All-Share Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.73% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0084 | 16.52 | |
| 0.0686 | 34.67 | |
| 0.9241 | 424.10 | |
| 0.0531 | 3.79 |
Estimation Period:
Jan 1, 1993 to Feb 20, 2026
Jan 1, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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