Erste Group Bk Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.49% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8391 | 6.71 | |
| 0.0886 | 6.89 | |
| 0.8641 | 44.67 | |
| 0.5692 | 4.10 | |
| -1.0918 | -4.90 | |
| 0.8466 | 5.37 | |
| -0.4659 | -3.47 | |
| 0.1083 | 0.89 | |
| 0.1541 | 1.05 | |
| -0.1809 | -1.16 | |
| 0.0324 | 0.20 | |
| 0.0652 | 0.53 |
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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