Bank Handlowy w Warszawie SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.49% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0743 | 13.69 | |
| 0.0396 | 12.40 | |
| 0.9301 | 467.64 | |
| 0.0271 | 4.80 |
Estimation Period:
Jul 7, 1997 to Jan 30, 2026
Jul 7, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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