Erste Group BK AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.07% (+4.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5623 | 4.49 | |
| 0.1136 | 3.45 | |
| 0.8075 | 16.38 | |
| -3.0723 | -3.93 | |
| 5.0798 | 4.09 | |
| -3.9311 | -4.10 | |
| 3.2658 | 4.06 | |
| -1.8285 | -2.35 | |
| 0.6105 | 1.05 |
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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