Cyprus Stock Exchange General Index AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 5th, 2026
1 Day
15.75%
decreased by 0.65%
1 Week
16.13%
decreased by 0.27%
1 Month
17.67%
increased by 1.27%
Analysis last updated: Friday, June 5, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 12.62 | |
| 0.1259 | 39.72 | |
| 0.8843 | 318.79 | |
| -0.0762 | -3.69 |
Estimation Period:
Sep 3, 2004 to Apr 30, 2026
Sep 3, 2004 to Apr 30, 2026
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