Piraeus Bank SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.82% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1094 | 12.30 | |
| 0.0750 | 14.67 | |
| 0.8945 | 313.87 | |
| 0.0610 | 8.65 |
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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