Skip to main content
V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OMX Iceland All-Share Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time