OMX Iceland All-Share Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:0.00% (-6.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.4675 | 4,675,190.00 | |
| 0.2825 | 2,824,810.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.2442 | 2,441,970.00 | |
| 0.9076 | 9,075,760.00 | |
| 0.0015 | 14,730.00 |
Estimation Period:
Jan 1, 1993 to Jan 30, 2026
Jan 1, 1993 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices