V-Lab: National Bank of Greece SA MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

National Bank of Greece SA MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:29.78% (+4.31%)

Analysis last updated: Friday, May 3, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.1129	34.10
$β$	0.7635	102.35
$γ$	0.0668	12.13
$λ_{1}$	0.0467	5.98
$λ_{2}$	0.0578	5.81
$λ_{3}$	0.9378	86.63

Estimation Period:
Jan 1, 1990 to May 2, 2024

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Volatility Forecasts