V-Lab
V-Lab
Athens Stock Exchange General Index EGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:16.61% (+0.20%)

Analysis last updated: Friday, April 19, 2024 at 06:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Athens Stock Exchange General Index EGARCH
paramt-stat
ω0.01387.41
α0.11058.83
β0.9944817.13
γ-0.0206-6.56
Estimation Period:
Dec 29, 1989 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts