Erste Group Bk Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.67% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0801 | 16.17 | |
| 0.0289 | 13.25 | |
| 0.9024 | 358.68 | |
| 0.1094 | 16.84 |
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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