V-Lab
V-Lab
Athens Stock Exchange General Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:18.23% (-0.33%)

Analysis last updated: Thursday, May 2, 2024 at 04:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Athens Stock Exchange General Index AGARCH
paramt-stat
ω0.01846.40
α0.076914.61
β0.9194163.36
γ0.340313.45
Estimation Period:
Dec 29, 1989 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts