Otp Bank Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.95% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9909 | 4.85 | |
| 0.0913 | 8.16 | |
| 0.8574 | 52.01 | |
| -0.1957 | -1.49 | |
| 0.2966 | 1.52 | |
| -0.1559 | -1.56 | |
| 0.1570 | 2.40 | |
| -0.2403 | -4.05 | |
| 0.2498 | 3.89 | |
| -0.2416 | -3.47 | |
| 0.3073 | 3.94 | |
| -0.3038 | -3.56 | |
| 0.1203 | 1.13 |
Estimation Period:
Sep 5, 1996 to Feb 6, 2026
Sep 5, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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