Piraeus Bank SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:51.69% (+3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1542 | 4.02 | |
| 0.1688 | 10.89 | |
| 0.7582 | 36.81 | |
| 0.1308 | 5.72 | |
| -0.1919 | -6.13 | |
| 0.1346 | 7.24 | |
| -0.1194 | -6.86 | |
| 0.0313 | 1.66 | |
| 0.0070 | 0.24 |
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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