Wawel Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.50% (-5.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7574 | 6.05 | |
| 0.3672 | 4.55 | |
| 0.2105 | 2.50 | |
| 0.0025 | 0.07 |
Estimation Period:
Apr 1, 2021 to Feb 13, 2026
Apr 1, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities