Piraeus Port Authority Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.13% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8780 | 5.10 | |
| 0.1066 | 7.28 | |
| 0.8090 | 31.20 | |
| 0.1968 | 1.84 | |
| -0.2557 | -1.69 | |
| -0.0002 | -0.00 | |
| 0.1495 | 1.47 | |
| -0.3021 | -2.76 | |
| 0.4568 | 4.27 | |
| -0.4248 | -3.29 | |
| 0.3478 | 2.80 | |
| -0.2469 | -3.30 |
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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