Bank Millennium SA GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.23% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8773 | 11.01 | |
| 0.1500 | 8.95 | |
| 0.5328 | 14.19 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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