OTP Bank PLC APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.12% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1726 | 14.84 | |
| 0.1187 | 32.38 | |
| 0.8489 | 198.38 | |
| 0.1521 | 11.05 | |
| 2.1443 | 34.12 |
Estimation Period:
Aug 10, 1995 to Feb 6, 2026
Aug 10, 1995 to Feb 6, 2026
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