OMX Iceland All-Share Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.50% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 17.92 | |
| 0.0781 | 30.69 | |
| 0.9219 | 410.99 | |
| 0.1264 | 9.52 | |
| 1.5094 | 24.87 |
Estimation Period:
Jan 1, 1993 to Feb 13, 2026
Jan 1, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices