OMX Iceland All-Share Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
19.50%
decreased by 1.03%
1 Week
19.46%
decreased by 1.07%
1 Month
19.30%
decreased by 1.23%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0298 | 8.23 | |
| 0.0635 | 78.12 | |
| 0.9932 | 1,214.19 | |
| 3.5209 | 59.52 |
Estimation Period:
Jan 1, 1993 to Jun 5, 2026
Jan 1, 1993 to Jun 5, 2026
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