V-Lab
Bank Handlowy w Warszawie SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:27.82% (-0.65%)
Analysis last updated: Friday, May 17, 2024 at 11:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0733 | 12.38 | |
| 0.0391 | 12.17 | |
| 0.9278 | 474.10 | |
| 0.0350 | 5.77 |
Estimation Period:
Jul 7, 1997 to May 10, 2024
Jul 7, 1997 to May 10, 2024
News Impact Curve
Volatility Forecasts
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