ISEQ All-Share Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.12% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 22.26 | |
| 0.0854 | 39.03 | |
| 0.9005 | 436.71 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices