Piraeus Port Authority Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.09% (+2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8796 | 5.16 | |
| 0.1103 | 7.54 | |
| 0.8012 | 30.80 | |
| 0.1998 | 1.89 | |
| -0.2584 | -1.72 | |
| -0.0056 | -0.06 | |
| 0.1638 | 1.63 | |
| -0.3243 | -3.01 | |
| 0.4900 | 4.65 | |
| -0.4818 | -3.75 | |
| 0.4624 | 3.33 | |
| -0.5437 | -3.13 |
Estimation Period:
Sep 5, 2003 to Feb 6, 2026
Sep 5, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Piraeus Port Authority Analyses
Other Spline-GARCH Analyses on International Equities