ISEQ All-Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.52% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 27.45 | |
| 0.0441 | 17.27 | |
| 0.8974 | 473.08 | |
| 0.0814 | 12.56 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices