V-Lab
V-Lab
ISEQ All-Share Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:15.24% (+2.46%)

Analysis last updated: Thursday, May 9, 2024 at 01:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ISEQ All-Share Index MF2-GARCH
paramt-stat
m21
α0.02285.82
β0.792797.40
γ0.138720.87
λ10.00773.07
λ20.03924.40
λ30.955092.49
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts