Bank OF Cyprus Holdings PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.21% (-8.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2416 | 13.80 | |
| 0.1984 | 21.89 | |
| 0.7312 | 63.44 |
Estimation Period:
Sep 2, 2019 to Feb 6, 2026
Sep 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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