OPAP SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.34% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0768 | 6.31 | |
| 0.0818 | 6.26 | |
| 0.8714 | 42.11 | |
| 0.0661 | 1.36 | |
| -0.0357 | -0.50 | |
| -0.0365 | -0.76 | |
| -0.1005 | -2.26 | |
| 0.2316 | 5.20 | |
| -0.2309 | -4.11 | |
| 0.2326 | 2.56 |
Estimation Period:
Apr 24, 2001 to Feb 6, 2026
Apr 24, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities