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Erste Group BK AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.07% (+4.19%)
Analysis last updated: Sunday, February 8, 2026 at 12:41 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Erste Group BK AG S0GARCH
paramt-stat
ω0.56234.49
α0.11363.45
β0.807516.38
γ1-3.0723-3.93
γ25.07984.09
γ3-3.9311-4.10
γ43.26584.06
γ5-1.8285-2.35
γ60.61051.05
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts