Cyprus Stock Exchange General Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.75% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 12.17 | |
| 0.1255 | 39.18 | |
| 0.8845 | 316.58 | |
| -0.0834 | -3.98 |
Estimation Period:
Sep 3, 2004 to Dec 31, 2025
Sep 3, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices