Eurobank SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:45.70% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0805 | 16.29 | |
| 0.0728 | 21.90 | |
| 0.8999 | 429.13 | |
| 0.0546 | 9.17 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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