Bermuda Stock Exchange Index GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
19.64%
increased by 3.05%
1 Week
19.76%
increased by 3.17%
1 Month
20.24%
increased by 3.65%
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 | |
|---|---|---|
| 0.0115 | 12.13 | |
| 0.0482 | 27.36 | |
| 0.9505 | 554.85 |
Estimation Period:
Jun 14, 1994 to May 21, 2026
Jun 14, 1994 to May 21, 2026
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