National Bank of Greece SA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:45.01% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0410 | 24.25 | |
| 0.1959 | 54.42 | |
| 0.9866 | 1,551.31 | |
| -0.0327 | -9.62 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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