National Bank of Greece SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.29% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6505 | 5.14 | |
| 0.1316 | 11.39 | |
| 0.8184 | 58.77 | |
| 0.0952 | 5.27 | |
| -0.1439 | -5.73 | |
| 0.1070 | 7.28 | |
| -0.0966 | -6.91 | |
| 0.0238 | 1.85 | |
| 0.0326 | 3.60 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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