ISEQ All-Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.97% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5607 | 5.76 | |
| 0.0762 | 40.54 | |
| 0.9915 | 661.91 | |
| 6.6883 | 8.31 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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