Bank OF Cyprus Holdings PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:76.17% (-14.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.8854 | 2.09 | |
| 0.1332 | 18.90 | |
| 0.9623 | 52.59 | |
| 2.4140 | 29.09 |
Estimation Period:
Sep 2, 2019 to Feb 6, 2026
Sep 2, 2019 to Feb 6, 2026
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