Cyprus Stock Exchange General Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.40% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 20.85 | |
| 0.2543 | 42.46 | |
| 0.9902 | 1,198.82 | |
| 0.0063 | 1.31 |
Estimation Period:
Sep 3, 2004 to Dec 31, 2025
Sep 3, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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