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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 5th, 2026

1 Day

15.46%

decreased by 0.50%

1 Week

15.75%

decreased by 0.21%

1 Month

16.87%

increased by 0.91%

Analysis last updated: Friday, June 5, 2026 at 08:18 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