Erste Group Bk Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.94% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1794 | 20.58 | |
| 0.0616 | 13.35 | |
| 0.8481 | 213.74 | |
| 0.1217 | 11.53 |
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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