Piraeus Bank SA AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.53% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1533 | 11.76 | |
| 0.1569 | 43.82 | |
| 0.8421 | 382.42 | |
| 0.6381 | 14.60 |
Estimation Period:
Feb 1, 1990 to Jan 30, 2026
Feb 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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