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Erste Group Bk Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.77% (-0.47%)
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 SGARCH
paramt-stat
ω0.85186.84
α0.08916.96
β0.862244.55
γ10.59014.29
γ2-1.1272-5.11
γ30.87225.62
γ4-0.4853-3.67
γ50.12541.04
γ60.13140.89
γ7-0.1374-0.84
γ8-0.0592-0.32
γ90.27681.14
Estimation Period:
Mar 28, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts