ISEQ All-Share Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.14% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0101 | 7.33 | |
| 0.1581 | 41.65 | |
| 0.9787 | 1,197.87 | |
| -0.0653 | -19.58 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices