Athens Stock Exchange General Index GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:22.34% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 8.13 | |
| 0.0792 | 14.05 | |
| 0.9187 | 153.07 |
Estimation Period:
Dec 29, 1989 to Feb 27, 2026
Dec 29, 1989 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices