Erste Group Bank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.59% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0885 | 14.83 | |
| 0.0180 | 10.02 | |
| 0.9197 | 404.10 | |
| 0.0918 | 17.08 |
Estimation Period:
Dec 4, 1997 to Feb 6, 2026
Dec 4, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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