ISEQ All-Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.65% (+1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5658 | 5.77 | |
| 0.0764 | 40.51 | |
| 0.9915 | 662.35 | |
| 6.7023 | 8.30 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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