Cyprus Stock Exchange General Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.40% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1289 | 21.68 | |
| 0.7926 | 90.34 | |
| -0.0317 | -5.63 | |
| 0.1371 | 6.43 | |
| 1.0000 | 44.76 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 3, 2004 to Dec 31, 2025
Sep 3, 2004 to Dec 31, 2025
News Impact Curve
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