Athens Stock Exchange General Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:24.64% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0548 | 11.93 | |
| 0.9209 | 157.85 | |
| 0.0383 | 9.51 | |
| 4.6183 | 0.15 | |
| 0.0224 | 0.15 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 29, 1989 to Feb 20, 2026
Dec 29, 1989 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices