Cyprus Stock Exchange General Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.34% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 14.99 | |
| 0.1155 | 22.07 | |
| 0.8882 | 300.17 | |
| -0.0074 | -0.84 |
Estimation Period:
Sep 3, 2004 to Dec 31, 2025
Sep 3, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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