OMX Iceland All-Share Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.19% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0072 | 14.68 | |
| 0.0643 | 34.19 | |
| 0.9296 | 453.04 |
Estimation Period:
Jan 1, 1993 to Feb 6, 2026
Jan 1, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices