V-Lab
V-Lab
Athens Stock Exchange General Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:19.33% (+0.09%)

Analysis last updated: Saturday, April 27, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Athens Stock Exchange General Index MF2-GARCH
paramt-stat
m21
α0.051611.99
β0.9267176.81
γ0.03499.87
λ14.86270.32
λ20.04450.32
λ30.00000.00
Estimation Period:
Dec 29, 1989 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts