OMX Iceland All-Share Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:12.42% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 7.49 | |
| 0.1442 | 37.48 | |
| 0.9795 | 986.37 | |
| -0.0249 | -7.49 |
Estimation Period:
Jan 1, 1993 to Feb 13, 2026
Jan 1, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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