OMX Iceland All-Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.02% (+1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 17.19 | |
| 0.0564 | 19.33 | |
| 0.9252 | 427.36 | |
| 0.0219 | 4.74 |
Estimation Period:
Jan 1, 1993 to Feb 6, 2026
Jan 1, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices