Cyprus Stock Exchange General Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
16.66%
decreased by 0.51%
1 Week
16.87%
decreased by 0.30%
1 Month
17.64%
increased by 0.47%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4732 | 6.79 | |
| 0.0967 | 90.91 | |
| 0.9959 | 1,851.16 | |
| 3.9483 | 52.77 |
Estimation Period:
Sep 3, 2004 to Apr 30, 2026
Sep 3, 2004 to Apr 30, 2026
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