Bermuda Stock Exchange Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
20.17%
increased by 5.00%
1 Week
20.38%
increased by 5.21%
1 Month
21.20%
increased by 6.03%
Analysis last updated: Friday, June 5, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 20.26 | |
| 0.0673 | 44.71 | |
| 0.9309 | 761.82 | |
| 0.0220 | 0.40 |
Estimation Period:
Jun 14, 1994 to May 21, 2026
Jun 14, 1994 to May 21, 2026
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