Bank of Greece MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.64% (-3.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2435 | 33.40 | |
| 0.6235 | 83.22 | |
| -0.0474 | -4.73 | |
| 0.0052 | 4.26 | |
| 0.0111 | 9.44 | |
| 0.9874 | 699.28 |
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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