Erste Group Bk Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.68% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2614 | 8.61 | |
| 0.1251 | 6.93 | |
| 0.8247 | 35.01 | |
| 0.0011 | 0.45 |
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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