National Bank of Greece SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.06% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1090 | 19.65 | |
| 0.0790 | 28.59 | |
| 0.8899 | 440.12 | |
| 0.0535 | 9.35 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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