Bawag P.S.K. Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.81% (-33.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2424 | 2,424,280.00 | |
| 0.9024 | 9,023,640.00 | |
| 0.0976 | 976,320.00 | |
| 12.6916 | 126,915,700.00 | |
| -29.2530 | -292,530,200.00 | |
| 21.8963 | 218,963,000.00 | |
| -7.7588 | -77,588,250.00 | |
| 3.8132 | 38,131,770.00 | |
| -1.7936 | -17,936,300.00 | |
| 0.4353 | 4,353,320.00 | |
| -0.0871 | -871,020.00 | |
| 0.1588 | 1,588,310.00 |
Estimation Period:
May 8, 2019 to Feb 6, 2026
May 8, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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