OTP Bank PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.58% (+9.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1569 | 23.25 | |
| 0.0872 | 17.55 | |
| 0.8513 | 220.99 | |
| 0.0767 | 7.79 |
Estimation Period:
Aug 10, 1995 to Feb 13, 2026
Aug 10, 1995 to Feb 13, 2026
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