Bank of Greece GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.87% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1352 | 29.76 | |
| 0.1687 | 29.29 | |
| 0.8272 | 234.47 | |
| -0.0334 | -3.62 |
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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