Erste Group Bk Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.23% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3231 | 9.57 | |
| 0.1261 | 6.87 | |
| 0.8224 | 33.83 | |
| 0.0024 | 4.46 |
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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