V-Lab
V-Lab
Cyprus Stock Exchange General Index GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:13.12% (+0.65%)

Analysis last updated: Saturday, April 27, 2024 at 05:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cyprus Stock Exchange General Index GARCH
paramt-stat
ω0.016314.35
α0.109336.14
β0.8907312.52
Estimation Period:
Sep 3, 2004 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts