V-Lab
V-Lab
Cyprus Stock Exchange General Index EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:13.98% (+0.97%)

Analysis last updated: Saturday, April 27, 2024 at 05:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cyprus Stock Exchange General Index EGARCH
paramt-stat
ω0.028720.10
α0.253941.35
β0.99091196.68
γ0.00641.30
Estimation Period:
Sep 3, 2004 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts