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Bank OF Cyprus Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.55% (-26.46%)
Analysis last updated: Saturday, February 7, 2026 at 10:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Bank OF Cyprus Holdings PLC S0GARCH
paramt-stat
ω0.44484.74
α0.26924.66
β0.33482.65
γ1-0.6172-0.37
γ2-1.2081-0.46
γ34.03371.94
γ4-3.0985-1.59
γ50.22190.13
γ60.12030.06
γ73.63381.80
γ8-7.0003-3.70
γ95.72254.17
Estimation Period:
Sep 2, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts