Cyprus Stock Exchange General Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:16.12% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 15.15 | |
| 0.1123 | 36.05 | |
| 0.8877 | 301.94 |
Estimation Period:
Sep 3, 2004 to Dec 31, 2025
Sep 3, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices