Piraeus Bank SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.64% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1535 | 11.77 | |
| 0.1569 | 43.83 | |
| 0.8421 | 382.78 | |
| 0.6367 | 14.58 |
Estimation Period:
Feb 1, 1990 to Feb 6, 2026
Feb 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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