V-Lab
V-Lab
Athens Stock Exchange General Index AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:18.36% (-0.59%)

Analysis last updated: Saturday, April 20, 2024 at 08:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Athens Stock Exchange General Index AGARCH
paramt-stat
ω0.01846.40
α0.076914.61
β0.9194163.36
γ0.339213.41
Estimation Period:
Dec 29, 1989 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts