Bank of Greece GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.35% (+1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1378 | 29.49 | |
| 0.1555 | 40.50 | |
| 0.8244 | 231.58 |
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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