National Bank of Greece SA MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:42.05% (-3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1051 | 33.82 | |
| 0.7697 | 106.99 | |
| 0.0708 | 13.36 | |
| 0.0456 | 6.20 | |
| 0.0552 | 5.97 | |
| 0.9402 | 93.14 |
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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