Piraeus Bank SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:39.07% (+4.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1452 | 3.99 | |
| 0.1691 | 10.85 | |
| 0.7587 | 37.10 | |
| 0.1290 | 5.60 | |
| -0.1882 | -5.97 | |
| 0.1299 | 6.99 | |
| -0.1107 | -6.53 | |
| 0.0133 | 0.85 | |
| 0.0515 | 4.74 |
Estimation Period:
Feb 1, 1990 to Jan 30, 2026
Feb 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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