OMX Iceland All-Share Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.32% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 7.53 | |
| 0.1446 | 37.53 | |
| 0.9794 | 985.32 | |
| -0.0249 | -7.49 |
Estimation Period:
Jan 1, 1993 to Feb 6, 2026
Jan 1, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices