ISEQ All-Share Index EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
18.76%
decreased by 0.70%
1 Week
18.82%
decreased by 0.64%
1 Month
19.02%
decreased by 0.44%
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 | |
|---|---|---|
| 0.0101 | 7.38 | |
| 0.1573 | 41.93 | |
| 0.9789 | 1,208.53 | |
| -0.0654 | -19.81 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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