Thessaloniki Port Authority Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.51% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4535 | 7.70 | |
| 0.1108 | 6.19 | |
| 0.8355 | 26.27 | |
| 0.0410 | 2.85 | |
| -0.0675 | -3.13 | |
| 0.0360 | 2.35 | |
| -0.0063 | -0.55 |
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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