Erste Group BK AG Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.32% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5559 | 4.64 | |
| 0.1143 | 3.54 | |
| 0.8004 | 16.31 | |
| -3.0927 | -4.07 | |
| 5.0896 | 4.23 | |
| -3.8685 | -4.18 | |
| 3.1025 | 3.87 | |
| -1.4510 | -1.52 | |
| -0.3720 | -0.21 |
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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