ISEQ All-Share Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.15% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 26.51 | |
| 0.0860 | 40.17 | |
| 0.9121 | 461.13 | |
| 0.4143 | 23.20 | |
| 1.1353 | 24.87 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices