Piraeus Bank SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.52% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1560 | 4.02 | |
| 0.1694 | 10.90 | |
| 0.7573 | 36.60 | |
| 0.1312 | 5.74 | |
| -0.1925 | -6.15 | |
| 0.1351 | 7.26 | |
| -0.1197 | -6.87 | |
| 0.0319 | 1.69 | |
| 0.0046 | 0.16 |
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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