Athens Stock Exchange General Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:25.08% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 8.14 | |
| 0.0606 | 13.56 | |
| 0.9179 | 146.18 | |
| 0.0376 | 6.20 |
Estimation Period:
Dec 29, 1989 to Feb 20, 2026
Dec 29, 1989 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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