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Erste Group Bk Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.49% (-0.49%)
Analysis last updated: Thursday, February 12, 2026 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Erste Group Bk Ag S0GARCH
paramt-stat
ω0.83916.71
α0.08866.89
β0.864144.67
γ10.56924.10
γ2-1.0918-4.90
γ30.84665.37
γ4-0.4659-3.47
γ50.10830.89
γ60.15411.05
γ7-0.1809-1.16
γ80.03240.20
γ90.06520.53
Estimation Period:
Mar 28, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts