V-Lab
National Bank of Greece SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:30.75% (+2.73%)
Analysis last updated: Friday, May 3, 2024 at 09:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1105 | 19.10 | |
| 0.0828 | 28.51 | |
| 0.8877 | 426.79 | |
| 0.0523 | 8.79 |
Estimation Period:
Jan 1, 1990 to May 2, 2024
Jan 1, 1990 to May 2, 2024
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