OMX Iceland All-Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:11.69% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 17.16 | |
| 0.0562 | 19.32 | |
| 0.9254 | 428.02 | |
| 0.0219 | 4.75 |
Estimation Period:
Jan 1, 1993 to Feb 13, 2026
Jan 1, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices