V-Lab
V-Lab
Cyprus Stock Exchange General Index AGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:16.30% (+4.51%)

Analysis last updated: Saturday, April 20, 2024 at 03:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cyprus Stock Exchange General Index AGARCH
paramt-stat
ω0.011010.63
α0.124439.30
β0.8866324.16
γ-0.0934-4.38
Estimation Period:
Sep 3, 2004 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts