V-Lab
Piraeus Financial Holdings SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:24.48% (-0.68%)
Analysis last updated: Sunday, May 19, 2024 at 12:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1030 | 12.46 | |
| 0.0725 | 14.56 | |
| 0.8990 | 307.86 | |
| 0.0571 | 8.44 |
Estimation Period:
Feb 1, 1990 to May 17, 2024
Feb 1, 1990 to May 17, 2024
News Impact Curve
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