Bank of Greece AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.02% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1445 | 29.35 | |
| 0.1616 | 41.79 | |
| 0.8166 | 231.12 | |
| -0.1520 | -4.51 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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