Thessaloniki Water Supply MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.41% (+3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0731 | 16.32 | |
| 0.8111 | 80.94 | |
| 0.0519 | 7.58 | |
| 0.0107 | 2.97 | |
| 0.0174 | 4.57 | |
| 0.9801 | 225.26 |
Estimation Period:
Oct 25, 2001 to Feb 6, 2026
Oct 25, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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