Erste Group Bank AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.46% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0729 | 6.55 | |
| 0.0723 | 6.68 | |
| 0.9021 | 67.63 | |
| 0.0246 | 3.16 | |
| -0.0446 | -3.45 | |
| 0.0369 | 3.23 |
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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