Piraeus Bank SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.80% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1429 | 3.99 | |
| 0.1688 | 10.85 | |
| 0.7591 | 37.17 | |
| 0.1287 | 5.60 | |
| -0.1877 | -5.97 | |
| 0.1297 | 6.99 | |
| -0.1107 | -6.55 | |
| 0.0136 | 0.87 | |
| 0.0514 | 4.73 |
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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