V-Lab
Bank Handlowy w Warszawie SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:20.64% (-1.42%)
Analysis last updated: Saturday, May 4, 2024 at 09:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0205 | 3.33 | |
| 0.0873 | 33.99 | |
| 0.9888 | 285.13 | |
| 4 | 13.34 |
Estimation Period:
Jul 7, 1997 to May 3, 2024
Jul 7, 1997 to May 3, 2024
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