Piraeus Bank SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:48.50% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1100 | 12.31 | |
| 0.0750 | 14.70 | |
| 0.8943 | 314.36 | |
| 0.0613 | 8.67 |
Estimation Period:
Feb 1, 1990 to Feb 20, 2026
Feb 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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