OMX Iceland All-Share Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.11% (+2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0084 | 16.53 | |
| 0.0688 | 34.72 | |
| 0.9239 | 423.44 | |
| 0.0531 | 3.80 |
Estimation Period:
Jan 1, 1993 to Feb 6, 2026
Jan 1, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices