Erste Group Bk Ag EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.51% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 13.09 | |
| 0.1659 | 35.19 | |
| 0.9763 | 715.73 | |
| -0.0731 | -15.25 |
Estimation Period:
Feb 20, 2008 to Feb 6, 2026
Feb 20, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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