V-Lab
National Bank of Greece SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:31.62% (+4.94%)
Analysis last updated: Friday, May 3, 2024 at 09:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7390 | 4.65 | |
| 0.1374 | 11.47 | |
| 0.8154 | 57.82 | |
| 0.1187 | 3.85 | |
| -0.1434 | -3.25 | |
| 0.0143 | 0.54 | |
| 0.0768 | 3.41 | |
| -0.1380 | -6.24 | |
| 0.0843 | 3.28 | |
| -0.0436 | -1.09 |
Estimation Period:
Jan 1, 1990 to May 2, 2024
Jan 1, 1990 to May 2, 2024
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