OMX Iceland All-Share Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
18.81%
decreased by 0.69%
1 Week
18.78%
decreased by 0.72%
1 Month
18.65%
decreased by 0.85%
Analysis last updated: Wednesday, June 10, 2026 at 05:44 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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