Piraeus Bank SA MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:48.08% (-6.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1285 | 30.80 | |
| 0.6707 | 64.19 | |
| 0.1265 | 17.09 | |
| 0.0242 | 3.40 | |
| 0.0353 | 5.83 | |
| 0.9632 | 144.02 |
Estimation Period:
Feb 1, 1990 to Feb 20, 2026
Feb 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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