V-Lab
Piraeus Financial Holdings SA AGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:23.59% (-0.46%)
Analysis last updated: Sunday, May 19, 2024 at 12:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1529 | 11.23 | |
| 0.1570 | 43.25 | |
| 0.8433 | 387.19 | |
| 0.6328 | 13.67 |
Estimation Period:
Feb 1, 1990 to May 17, 2024
Feb 1, 1990 to May 17, 2024
News Impact Curve
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