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Bank Handlowy w Warszawie SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.03% (-0.39%)
Analysis last updated: Friday, February 20, 2026 at 10:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of Bank Handlowy w Warszawie SA S0GARCH
paramt-stat
ω1.45725.14
α0.08756.04
β0.815730.48
γ1-0.1778-2.41
γ20.35882.79
γ3-0.2175-1.47
γ4-0.0094-0.06
γ50.09730.99
γ6-0.1253-1.96
γ70.17352.76
γ8-0.1869-2.74
γ90.12212.39
Estimation Period:
Jul 7, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts