OTP Bank PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.28% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0639 | 18.62 | |
| 0.2418 | 34.15 | |
| 0.9657 | 584.56 | |
| -0.0474 | -6.66 |
Estimation Period:
Aug 10, 1995 to Feb 6, 2026
Aug 10, 1995 to Feb 6, 2026
News Impact Curve
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