OTP Bank PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.88% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2684 | 7.03 | |
| 0.1205 | 7.87 | |
| 0.8282 | 42.69 | |
| -0.0121 | -0.96 | |
| 0.0380 | 1.98 | |
| -0.0583 | -4.33 | |
| 0.0658 | 4.54 | |
| -0.0816 | -3.43 |
Estimation Period:
Aug 10, 1995 to Feb 6, 2026
Aug 10, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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