National Bank of Greece SA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:41.06% (-3.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6734 | 5.21 | |
| 0.1314 | 11.39 | |
| 0.8183 | 58.81 | |
| 0.0974 | 5.44 | |
| -0.1475 | -5.93 | |
| 0.1099 | 7.49 | |
| -0.1000 | -6.99 | |
| 0.0290 | 1.88 | |
| 0.0228 | 0.91 |
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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