V-Lab
V-Lab
Cyprus Stock Exchange General Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:11.88% (-0.04%)

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 GJR-GARCH
paramt-stat
ω0.016114.23
α0.112321.66
β0.8911309.08
γ-0.0069-0.76
Estimation Period:
Sep 3, 2004 to May 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts