ISEQ All-Share Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.77% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 12.73 | |
| 0.0906 | 44.42 | |
| 0.8885 | 403.50 | |
| 0.4332 | 25.05 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices