Bank of Greece APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.14% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1053 | 23.19 | |
| 0.1559 | 38.30 | |
| 0.8406 | 240.80 | |
| -0.0731 | -5.43 | |
| 1.5919 | 34.92 |
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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