Piraeus Bank SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:35.93% (+4.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1588 | 4.03 | |
| 0.1694 | 10.90 | |
| 0.7571 | 36.57 | |
| 0.1316 | 5.75 | |
| -0.1932 | -6.17 | |
| 0.1355 | 7.27 | |
| -0.1199 | -6.87 | |
| 0.0319 | 1.69 | |
| 0.0041 | 0.14 |
Estimation Period:
Feb 1, 1990 to Jan 30, 2026
Feb 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Piraeus Bank SA Analyses
Other Spline-GARCH Analyses on International Equities