Cyprus Stock Exchange General Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.22% (-0.62%)
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