Arion Banki HF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.84% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1176 | 12.09 | |
| 0.0493 | 8.76 | |
| 0.8774 | 114.27 | |
| 0.0421 | 3.61 |
Estimation Period:
Jun 15, 2018 to Feb 13, 2026
Jun 15, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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