ISEQ All-Share Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.12% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 7.30 | |
| 0.1578 | 41.52 | |
| 0.9787 | 1,197.93 | |
| -0.0652 | -19.58 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices