Bank Handlowy w Warszawie SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.03% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4572 | 5.14 | |
| 0.0875 | 6.04 | |
| 0.8157 | 30.48 | |
| -0.1778 | -2.41 | |
| 0.3588 | 2.79 | |
| -0.2175 | -1.47 | |
| -0.0094 | -0.06 | |
| 0.0973 | 0.99 | |
| -0.1253 | -1.96 | |
| 0.1735 | 2.76 | |
| -0.1869 | -2.74 | |
| 0.1221 | 2.39 |
Estimation Period:
Jul 7, 1997 to Feb 13, 2026
Jul 7, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Bank Handlowy w Warszawie SA Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities