V-Lab
Piraeus Financial Holdings SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:30.50% (-0.39%)
Analysis last updated: Sunday, May 19, 2024 at 12:06 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3152 | 4.02 | |
| 0.1712 | 10.50 | |
| 0.7584 | 36.27 | |
| 0.1574 | 5.99 | |
| -0.2313 | -6.31 | |
| 0.1505 | 6.82 | |
| -0.1069 | -5.42 | |
| -0.0043 | -0.25 | |
| 0.0585 | 4.72 |
Estimation Period:
Feb 1, 1990 to May 17, 2024
Feb 1, 1990 to May 17, 2024
News Impact Curve
Volatility Forecasts
Other Piraeus Financial Holdings SA Analyses