Athens Stock Exchange General Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
19.37%
decreased by 0.52%
1 Week
19.63%
decreased by 0.26%
1 Month
20.63%
increased by 0.74%
Analysis last updated: Saturday, June 6, 2026 at 05:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 8.18 | |
| 0.0604 | 13.33 | |
| 0.9175 | 144.71 | |
| 0.0387 | 6.43 |
Estimation Period:
Dec 29, 1989 to Jun 5, 2026
Dec 29, 1989 to Jun 5, 2026
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