Erste Group Bank AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.49% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0159 | 7.73 | |
| 0.8864 | 247.18 | |
| 0.1152 | 26.62 | |
| 0.0322 | 4.78 | |
| 0.0302 | 5.40 | |
| 0.9633 | 137.75 |
Estimation Period:
Dec 4, 1997 to Feb 6, 2026
Dec 4, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Erste Group Bank AG Analyses
Other MF2-GARCH Analyses on International Equities