Athens Stock Exchange General Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
18.68%
decreased by 0.59%
1 Week
19.00%
decreased by 0.27%
1 Month
20.16%
increased by 0.89%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 6.20 | |
| 0.0802 | 13.69 | |
| 0.9151 | 145.14 | |
| 0.3574 | 14.06 |
Estimation Period:
Dec 29, 1989 to Jun 5, 2026
Dec 29, 1989 to Jun 5, 2026
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