OMX Iceland All-Share Index MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
25.50%
decreased by 13.03%
1 Week
39.29%
increased by 0.76%
1 Month
165.17%
increased by 126.64%
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 | |
|---|---|---|
| 26 | ||
| 0.4454 | 4,453,800.00 | |
| 0.3176 | 3,175,560.00 | |
| 0.4741 | 4,741,280.00 | |
| 0.0820 | 21.27 | |
| 0.9612 | 94.35 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1993 to Jun 5, 2026
Jan 1, 1993 to Jun 5, 2026
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