Athens Stock Exchange General Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.52% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 8.13 | |
| 0.0605 | 13.58 | |
| 0.9181 | 146.82 | |
| 0.0374 | 6.19 |
Estimation Period:
Dec 29, 1989 to Feb 6, 2026
Dec 29, 1989 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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