V-Lab
V-Lab
OMX Iceland All-Share Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:14.65% (+4.35%)

Analysis last updated: Thursday, May 2, 2024 at 04:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Iceland All-Share Index MF2-GARCH
paramt-stat
m31
α0.45224521680.00
β0.29782978320.00
γ0.50005000000.00
λ10.89819.10
λ20.87438.50
λ30.00000.00
Estimation Period:
Jan 1, 1993 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts