OMX Iceland All-Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.57% (+1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0083 | 8.16 | |
| 0.0634 | 77.19 | |
| 0.9930 | 1,172.43 | |
| 3.5169 | 58.02 |
Estimation Period:
Jan 1, 1993 to Feb 6, 2026
Jan 1, 1993 to Feb 6, 2026
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