Bawag Group AG MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.79% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.5000 | 132.45 | |
| 0.2423 | 34.57 | |
| -0.5000 | -135.65 | |
| 1.7392 | 0.25 | |
| 1.0000 | 0.25 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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