Athens Stock Exchange General Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
21.63%
decreased by 0.74%
1 Week
21.87%
decreased by 0.50%
1 Month
22.84%
increased by 0.47%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0154 | 7.46 | |
| 0.1149 | 8.39 | |
| 0.9932 | 701.43 | |
| -0.0230 | -7.38 |
Estimation Period:
Dec 29, 1989 to Jun 5, 2026
Dec 29, 1989 to Jun 5, 2026
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