Skip to main content
V-Lab

Piraeus Port Authority Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.13% (+1.67%)
Analysis last updated: Thursday, February 12, 2026 at 08:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Piraeus Port Authority S0GARCH
paramt-stat
ω0.87805.10
α0.10667.28
β0.809031.20
γ10.19681.84
γ2-0.2557-1.69
γ3-0.0002-0.00
γ40.14951.47
γ5-0.3021-2.76
γ60.45684.27
γ7-0.4248-3.29
γ80.34782.80
γ9-0.2469-3.30
Estimation Period:
Sep 5, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts