Otp Bank Plc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.03% (+8.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.6555 | 6.64 | |
| 0.0795 | 28.10 | |
| 0.9810 | 337.36 | |
| 5.1997 | 8.29 |
Estimation Period:
Sep 5, 1996 to Feb 13, 2026
Sep 5, 1996 to Feb 13, 2026
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