Athens Stock Exchange General Index APARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
18.16%
decreased by 0.21%
1 Week
18.45%
increased by 0.08%
1 Month
19.53%
increased by 1.16%
Analysis last updated: Friday, June 12, 2026 at 06:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 14.93 | |
| 0.0786 | 8.84 | |
| 0.9157 | 198.71 | |
| 0.1206 | 10.47 | |
| 2.0557 | 13.41 |
Estimation Period:
Dec 29, 1989 to Jun 5, 2026
Dec 29, 1989 to Jun 5, 2026
Other APARCH Analyses on Equity Indices