V-Lab
V-Lab
Athens Stock Exchange General Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:18.49% (-0.45%)

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 GJR-GARCH
paramt-stat
ω0.02288.24
α0.059314.12
β0.9211159.93
γ0.03506.05
Estimation Period:
Dec 29, 1989 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts