V-Lab: Piraeus Financial Holdings SA EGARCH Volatility Analysis

V-Lab

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V-Lab

Piraeus Financial Holdings SA EGARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:26.14% (-0.58%)

Analysis last updated: Sunday, May 19, 2024 at 12:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0307	15.69
$α$	0.1222	10.74
$β$	0.9923	2224.81
$γ$	-0.0219	-7.08

Estimation Period:
Feb 1, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts