ISEQ All-Share Index GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
18.22%
decreased by 0.54%
1 Week
18.26%
decreased by 0.50%
1 Month
18.39%
decreased by 0.37%
Analysis last updated: Tuesday, June 9, 2026 at 05:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 22.12 | |
| 0.0850 | 39.38 | |
| 0.9014 | 443.14 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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