Athens Stock Exchange General Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.62% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0791 | 17.81 | |
| 0.7620 | 79.31 | |
| 0.1008 | 18.64 | |
| 0.0054 | 3.42 | |
| 0.0270 | 6.51 | |
| 0.9711 | 210.15 |
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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