Erste Group Bk Ag MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.27% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0238 | 8.36 | |
| 0.8637 | 193.56 | |
| 0.1267 | 21.28 | |
| 0.0485 | 3.90 | |
| 0.0602 | 4.77 | |
| 0.9296 | 59.67 |
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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