Thessaloniki Port Authority GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.95% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1334 | 15.46 | |
| 0.0985 | 18.25 | |
| 0.8651 | 186.56 | |
| 0.0314 | 3.47 |
Estimation Period:
Sep 26, 2001 to Feb 6, 2026
Sep 26, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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