ISEQ All-Share Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.95% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0269 | 7.13 | |
| 0.7869 | 102.35 | |
| 0.1406 | 21.90 | |
| 0.0069 | 3.27 | |
| 0.0343 | 4.89 | |
| 0.9603 | 116.69 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices