Athens Stock Exchange General Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.29% (+4.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 8.14 | |
| 0.0605 | 13.58 | |
| 0.9180 | 146.60 | |
| 0.0374 | 6.18 |
Estimation Period:
Dec 29, 1989 to Feb 13, 2026
Dec 29, 1989 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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