Piraeus Bank SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:45.84% (+5.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1093 | 12.33 | |
| 0.0749 | 14.68 | |
| 0.8946 | 314.02 | |
| 0.0609 | 8.66 |
Estimation Period:
Feb 1, 1990 to Feb 13, 2026
Feb 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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