Athens Stock Exchange General Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.30% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0789 | 17.81 | |
| 0.7626 | 79.64 | |
| 0.1007 | 18.66 | |
| 0.0055 | 3.44 | |
| 0.0270 | 6.51 | |
| 0.9711 | 209.83 |
Estimation Period:
Dec 29, 1989 to Feb 13, 2026
Dec 29, 1989 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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