OTP Bank PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.41% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1531 | 21.67 | |
| 0.1246 | 32.01 | |
| 0.8505 | 216.53 |
Estimation Period:
Aug 10, 1995 to Feb 6, 2026
Aug 10, 1995 to Feb 6, 2026
News Impact Curve
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