Erste Group BK AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.95% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0000 | 0.00 | |
| 0.7435 | 62.11 | |
| 0.2200 | 21.79 | |
| 0.2792 | 1.02 | |
| 0.1709 | 1.67 | |
| 0.7363 | 3.75 |
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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