ISEQ All-Share Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.00% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 12.78 | |
| 0.0906 | 44.53 | |
| 0.8885 | 404.42 | |
| 0.4328 | 25.04 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices