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Hellenic Bank PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 09:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hellenic Bank PLC S0GARCH
paramt-stat
ω2.38413.48
α0.160210.35
β0.828352.41
γ10.03070.27
γ2-0.0601-0.30
γ30.12610.80
γ4-0.2040-1.57
γ50.37203.02
γ6-0.6314-5.25
γ70.54715.70
γ8-0.3281-3.37
γ90.27494.07
Estimation Period:
Mar 15, 1994 to May 30, 2025
Impact of return on volatility tomorrow
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