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Hellenic Bank PLC 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 SGARCH
paramt-stat
ω2.04143.78
α0.16089.51
β0.819041.88
γ10.07030.70
γ2-0.1240-0.70
γ30.16971.23
γ4-0.2313-2.05
γ50.36283.42
γ6-0.5800-5.41
γ70.46315.20
γ8-0.0976-1.09
γ9-0.4559-3.81
Estimation Period:
Mar 15, 1994 to May 30, 2025
Impact of return on volatility tomorrow
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