Erste Group Bk Ag GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.43% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1879 | 15.48 | |
| 0.1241 | 29.22 | |
| 0.8429 | 170.42 |
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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