ISEQ All-Share Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.38% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0269 | 7.12 | |
| 0.7867 | 102.04 | |
| 0.1408 | 21.92 | |
| 0.0069 | 3.26 | |
| 0.0344 | 4.87 | |
| 0.9602 | 115.91 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices