Thessaloniki Port Authority Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.47% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4501 | 7.73 | |
| 0.1109 | 6.20 | |
| 0.8348 | 26.43 | |
| 0.0401 | 2.78 | |
| -0.0649 | -2.97 | |
| 0.0304 | 1.79 | |
| 0.0075 | 0.31 |
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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