V-Lab
National Bank of Greece SA EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:28.23% (-1.99%)
Analysis last updated: Friday, May 3, 2024 at 12:29 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0434 | 24.32 | |
| 0.2021 | 54.17 | |
| 0.9860 | 1478.29 | |
| -0.0319 | -9.00 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Jan 1, 1990 to Apr 30, 2024
News Impact Curve
Volatility Forecasts
Other National Bank of Greece SA Analyses