Cyprus Stock Exchange General Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
14.39%
decreased by 4.40%
1 Week
15.23%
decreased by 3.56%
1 Month
18.29%
decreased by 0.50%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1285 | 21.94 | |
| 0.7899 | 90.80 | |
| -0.0281 | -4.96 | |
| 0.1464 | 6.51 | |
| 1.0000 | 41.73 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 3, 2004 to Apr 30, 2026
Sep 3, 2004 to Apr 30, 2026
Other MF2-GARCH Analyses on Equity Indices