Erste Group Bk Ag EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.27% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 12.21 | |
| 0.1529 | 37.26 | |
| 0.9826 | 853.67 | |
| -0.0765 | -16.19 |
Estimation Period:
Mar 28, 2005 to Feb 6, 2026
Mar 28, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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