Bermuda Stock Exchange Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
17.32%
increased by 3.54%
1 Week
17.99%
increased by 4.21%
1 Month
20.70%
increased by 6.92%
Analysis last updated: Friday, June 5, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0413 | 15.24 | |
| 0.1114 | 22.11 | |
| 0.9811 | 654.93 | |
| -0.0259 | -3.65 |
Estimation Period:
Jun 14, 1994 to May 21, 2026
Jun 14, 1994 to May 21, 2026
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