V-Lab
V-Lab
ISEQ All-Share Index Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:15.76% (-0.52%)

Analysis last updated: Wednesday, May 8, 2024 at 01:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ISEQ All-Share Index AMEM
paramt-stat
ω0.033424.56
α0.084719.54
β0.8495323.61
γ0.08529.16
Estimation Period:
Feb 17, 1993 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts