Bawag P.S.K. EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.14% (+7.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1404 | 4.86 | |
| 0.1542 | 10.31 | |
| 0.8918 | 38.73 | |
| -0.0613 | -4.20 |
Estimation Period:
May 8, 2019 to Feb 13, 2026
May 8, 2019 to Feb 13, 2026
News Impact Curve
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