Bawag P.S.K. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:61.68% (+20.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1590 | 31,590,310.00 | |
| 0.4316 | 4,316,270.00 | |
| 0.5684 | 5,683,730.00 | |
| 1,016.8690 | 10,168,690,000.00 | |
| -1,572.9410 | -15,729,410,000.00 | |
| 703.6214 | 7,036,214,000.00 | |
| -136.7925 | -1,367,925,000.00 | |
| -45.5222 | -455,221,900.00 | |
| 88.3075 | 883,074,500.00 | |
| -84.0332 | -840,332,100.00 | |
| 16.0196 | 160,195,800.00 | |
| 26.6121 | 266,121,400.00 |
Estimation Period:
May 8, 2019 to Feb 13, 2026
May 8, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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