V-Lab
Bank Handlowy w Warszawie SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:22.94% (-0.60%)
Analysis last updated: Saturday, May 4, 2024 at 09:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0387 | 6.81 | |
| 0.8598 | 113.72 | |
| 0.0662 | 14.71 | |
| 0.0721 | 1.68 | |
| 0.0403 | 2.30 | |
| 0.9419 | 34.96 |
Estimation Period:
Jul 7, 1997 to May 3, 2024
Jul 7, 1997 to May 3, 2024
News Impact Curve
Volatility Forecasts
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