Erste Group BK AG AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.70% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0607 | 5.93 | |
| 0.1085 | 16.01 | |
| 0.8477 | 121.96 | |
| 1.1401 | 24.09 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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