Bank Handlowy w Warszawie SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:26.09% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0443 | 10.18 | |
| 0.1271 | 24.81 | |
| 0.9750 | 573.87 | |
| -0.0272 | -4.00 |
Estimation Period:
Jul 7, 1997 to Feb 13, 2026
Jul 7, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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