OTP Bank PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.95% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0601 | 23.92 | |
| 0.8130 | 184.35 | |
| 0.1109 | 20.77 | |
| 0.8458 | 8.23 | |
| 0.8255 | 48.49 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 10, 1995 to Feb 6, 2026
Aug 10, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities