V-Lab
Piraeus Financial Holdings SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:35.75% (-1.82%)
Analysis last updated: Saturday, May 4, 2024 at 10:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3172 | 4.03 | |
| 0.1713 | 10.51 | |
| 0.7580 | 36.15 | |
| 0.1581 | 6.01 | |
| -0.2324 | -6.33 | |
| 0.1510 | 6.83 | |
| -0.1069 | -5.42 | |
| -0.0042 | -0.24 | |
| 0.0577 | 4.66 |
Estimation Period:
Feb 1, 1990 to May 3, 2024
Feb 1, 1990 to May 3, 2024
News Impact Curve
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