Athens Stock Exchange General Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
18.14%
decreased by 0.12%
1 Week
18.42%
increased by 0.16%
1 Month
19.50%
increased by 1.24%
Analysis last updated: Saturday, June 13, 2026 at 06:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 8.17 | |
| 0.0604 | 13.31 | |
| 0.9174 | 144.52 | |
| 0.0387 | 6.44 |
Estimation Period:
Dec 29, 1989 to Jun 12, 2026
Dec 29, 1989 to Jun 12, 2026
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