V-Lab
V-Lab
Cyprus Stock Exchange General Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:13.03% (+0.23%)

Analysis last updated: Friday, May 3, 2024 at 06:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cyprus Stock Exchange General Index GAS-GARCH-T
paramt-stat
ω4.44997.53
α0.095589.35
β0.99642290.46
ν455.04
Estimation Period:
Sep 3, 2004 to May 2, 2024