V-Lab
V-Lab
Bermuda Stock Exchange Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:21.63% (-0.78%)

Analysis last updated: Friday, May 3, 2024 at 06:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bermuda Stock Exchange Index EGARCH
paramt-stat
ω0.042616.28
α0.126021.75
β0.9809632.83
γ-0.0297-4.47
Estimation Period:
Jun 14, 1994 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts