V-Lab
V-Lab
Bermuda Stock Exchange Index AGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:23.38% (-0.81%)

Analysis last updated: Saturday, May 18, 2024 at 02:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bermuda Stock Exchange Index AGARCH
paramt-stat
ω0.021720.15
α0.073640.47
β0.9238607.39
γ0.04730.87
Estimation Period:
Jun 14, 1994 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts