OMX Iceland All-Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.79% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0025 | 8.16 | |
| 0.0632 | 77.13 | |
| 0.9930 | 1,171.05 | |
| 3.5187 | 57.79 |
Estimation Period:
Jan 1, 1993 to Feb 20, 2026
Jan 1, 1993 to Feb 20, 2026
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