ISEQ All-Share Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
17.93%
decreased by 1.07%
1 Week
17.97%
decreased by 1.03%
1 Month
18.10%
decreased by 0.90%
Analysis last updated: Wednesday, June 10, 2026 at 05:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5879 | 5.72 | |
| 0.0763 | 40.85 | |
| 0.9917 | 670.98 | |
| 6.6954 | 8.37 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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