Piraeus Port Authority GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.89% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0815 | 16.48 | |
| 0.0636 | 16.93 | |
| 0.8971 | 280.94 | |
| 0.0502 | 5.90 |
Estimation Period:
Sep 5, 2003 to Feb 6, 2026
Sep 5, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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