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V-Lab

Cyprus Stock Exchange General Index GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Friday, June 12th, 2026

1 Day

14.35%

decreased by 0.63%

1 Week

14.66%

decreased by 0.32%

1 Month

15.85%

increased by 0.87%

Analysis last updated: Friday, June 12, 2026 at 10:23 PM UTC

Date Range:

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graph of Cyprus Stock Exchange General Index GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time