National Bank of Greece SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.54% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1089 | 19.64 | |
| 0.0790 | 28.60 | |
| 0.8900 | 440.14 | |
| 0.0535 | 9.36 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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