Cyprus Stock Exchange General Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.26% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3079 | 6.90 | |
| 0.0950 | 91.07 | |
| 0.9960 | 1,934.06 | |
| 3.9505 | 53.78 |
Estimation Period:
Sep 3, 2004 to Dec 31, 2025
Sep 3, 2004 to Dec 31, 2025
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