Erste Group BK AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.87% (+8.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1569 | 14.18 | |
| 0.0181 | 5.24 | |
| 0.8604 | 134.42 | |
| 0.1808 | 11.91 |
Estimation Period:
Dec 2, 2019 to Feb 13, 2026
Dec 2, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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