Erste Group Bk Ag MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.19% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0595 | 14.62 | |
| 0.8069 | 119.51 | |
| 0.1198 | 15.48 | |
| 0.1019 | 4.79 | |
| 0.0514 | 5.26 | |
| 0.9252 | 65.88 |
Estimation Period:
Feb 20, 2008 to Feb 6, 2026
Feb 20, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Erste Group Bk Ag Analyses
Other MF2-GARCH Analyses on International Equities