OMX Iceland All-Share Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
20.68%
decreased by 0.38%
1 Week
20.63%
decreased by 0.43%
1 Month
20.44%
decreased by 0.62%
Analysis last updated: Tuesday, June 16, 2026 at 05:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 8.88 | |
| 0.1341 | 35.25 | |
| 0.9821 | 996.00 | |
| -0.0229 | -6.89 |
Estimation Period:
Jan 1, 1993 to Jun 12, 2026
Jan 1, 1993 to Jun 12, 2026
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