Erste Group Bk Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.77% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8518 | 6.84 | |
| 0.0891 | 6.96 | |
| 0.8622 | 44.55 | |
| 0.5901 | 4.29 | |
| -1.1272 | -5.11 | |
| 0.8722 | 5.62 | |
| -0.4853 | -3.67 | |
| 0.1254 | 1.04 | |
| 0.1314 | 0.89 | |
| -0.1374 | -0.84 | |
| -0.0592 | -0.32 | |
| 0.2768 | 1.14 |
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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