Bermuda Stock Exchange Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.59% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 12.06 | |
| 0.0496 | 27.22 | |
| 0.9494 | 540.35 |
Estimation Period:
Jun 14, 1994 to Dec 31, 2025
Jun 14, 1994 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices