Eurobank SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.06% (+15.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1000 | 27.36 | |
| 0.7678 | 89.38 | |
| 0.0781 | 14.23 | |
| 0.0165 | 6.30 | |
| 0.0327 | 8.93 | |
| 0.9665 | 254.95 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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