ISEQ All-Share Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
19.36%
decreased by 0.56%
1 Week
20.06%
increased by 0.14%
1 Month
21.25%
increased by 1.33%
Analysis last updated: Tuesday, June 9, 2026 at 05:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0253 | 6.95 | |
| 0.7927 | 103.28 | |
| 0.1396 | 22.02 | |
| 0.0073 | 3.33 | |
| 0.0359 | 4.79 | |
| 0.9586 | 109.75 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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