Eurobank SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:44.20% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0803 | 16.27 | |
| 0.0727 | 21.92 | |
| 0.9000 | 430.23 | |
| 0.0545 | 9.17 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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