ISEQ All-Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.93% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 27.42 | |
| 0.0440 | 17.26 | |
| 0.8974 | 472.07 | |
| 0.0815 | 12.57 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices