National Bank of Greece SA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.84% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1053 | 33.84 | |
| 0.7699 | 107.16 | |
| 0.0703 | 13.27 | |
| 0.0452 | 6.22 | |
| 0.0549 | 6.00 | |
| 0.9405 | 94.10 |
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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