Bank OF Cyprus Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.55% (-26.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4448 | 4.74 | |
| 0.2692 | 4.66 | |
| 0.3348 | 2.65 | |
| -0.6172 | -0.37 | |
| -1.2081 | -0.46 | |
| 4.0337 | 1.94 | |
| -3.0985 | -1.59 | |
| 0.2219 | 0.13 | |
| 0.1203 | 0.06 | |
| 3.6338 | 1.80 | |
| -7.0003 | -3.70 | |
| 5.7225 | 4.17 |
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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