Bank Millennium SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:54.79% (+4.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6286 | 9.84 | |
| 0.2781 | 11.04 | |
| 0.7173 | 26.01 | |
| -0.0643 | -3.07 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Bank Millennium SA Analyses
Other EGARCH Analyses on International Equities