Cyprus Stock Exchange General Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
17.10%
decreased by 0.43%
1 Week
17.59%
increased by 0.06%
1 Month
19.65%
increased by 2.12%
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 | |
|---|---|---|
| 0.0299 | 21.72 | |
| 0.2556 | 43.16 | |
| 0.9898 | 1,192.57 | |
| 0.0045 | 0.95 |
Estimation Period:
Sep 3, 2004 to Apr 30, 2026
Sep 3, 2004 to Apr 30, 2026
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