V-Lab
V-Lab
Athens Stock Exchange General Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:17.32% (-0.16%)

Analysis last updated: Thursday, May 2, 2024 at 04:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Athens Stock Exchange General Index EGARCH
paramt-stat
ω0.01407.44
α0.11078.80
β0.9943811.05
γ-0.0207-6.61
Estimation Period:
Dec 29, 1989 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts