Thessaloniki Water Supply Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.85% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8855 | 8.03 | |
| 0.0980 | 5.91 | |
| 0.8087 | 27.11 | |
| -0.0029 | -0.40 | |
| -0.0109 | -0.98 | |
| 0.0402 | 3.51 |
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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