Bank OF Cyprus Holdings PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.86% (-13.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4254 | 6.28 | |
| 0.2531 | 4.36 | |
| 0.3889 | 3.02 | |
| -1.3083 | -3.48 | |
| 2.1477 | 3.64 | |
| -1.8898 | -4.10 | |
| 2.2458 | 4.89 | |
| -3.3534 | -4.37 |
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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