Cyprus Stock Exchange General Index 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
15.41%
decreased by 0.48%
1 Week
15.70%
decreased by 0.19%
1 Month
16.83%
increased by 0.94%
Analysis last updated: Friday, June 5, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 15.50 | |
| 0.1126 | 36.47 | |
| 0.8874 | 302.97 |
Estimation Period:
Sep 3, 2004 to Apr 30, 2026
Sep 3, 2004 to Apr 30, 2026
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