Piraeus Bank SA AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:49.20% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1534 | 11.78 | |
| 0.1568 | 43.85 | |
| 0.8422 | 383.52 | |
| 0.6371 | 14.59 |
Estimation Period:
Feb 1, 1990 to Feb 13, 2026
Feb 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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