Piraeus Bank SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:53.70% (+2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1416 | 3.99 | |
| 0.1685 | 10.85 | |
| 0.7593 | 37.20 | |
| 0.1284 | 5.60 | |
| -0.1872 | -5.97 | |
| 0.1294 | 6.99 | |
| -0.1108 | -6.56 | |
| 0.0140 | 0.89 | |
| 0.0510 | 4.70 |
Estimation Period:
Feb 1, 1990 to Feb 13, 2026
Feb 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Piraeus Bank SA Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities