Skip to main content
V-Lab

Piraeus Port Authority Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.09% (+2.10%)
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 SGARCH
paramt-stat
ω0.87965.16
α0.11037.54
β0.801230.80
γ10.19981.89
γ2-0.2584-1.72
γ3-0.0056-0.06
γ40.16381.63
γ5-0.3243-3.01
γ60.49004.65
γ7-0.4818-3.75
γ80.46243.33
γ9-0.5437-3.13
Estimation Period:
Sep 5, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts