OMX Iceland All-Share Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.14% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 17.96 | |
| 0.0784 | 30.74 | |
| 0.9216 | 410.16 | |
| 0.1263 | 9.52 | |
| 1.5092 | 24.89 |
Estimation Period:
Jan 1, 1993 to Feb 6, 2026
Jan 1, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices