V-Lab
V-Lab
OMX Iceland All-Share Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:12.41% (-0.34%)

Analysis last updated: Wednesday, May 1, 2024 at 04:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Iceland All-Share Index EGARCH
paramt-stat
ω0.00657.75
α0.139235.46
β0.9812998.12
γ-0.0228-6.72
Estimation Period:
Jan 1, 1993 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts