OTP Bank PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.94% (+5.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5383 | 9.99 | |
| 0.0997 | 34.90 | |
| 0.9769 | 402.99 | |
| 6.5230 | 7.83 |
Estimation Period:
Aug 10, 1995 to Feb 13, 2026
Aug 10, 1995 to Feb 13, 2026
Other OTP Bank PLC Analyses
Other GAS-GARCH Student T Analyses on International Equities