ISEQ All-Share Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.25% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 26.49 | |
| 0.0860 | 40.03 | |
| 0.9122 | 460.01 | |
| 0.4154 | 23.22 | |
| 1.1331 | 24.82 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices