Bank Millennium SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.64% (-6.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.3665 | 10.07 | |
| 0.0906 | 5.09 | |
| 0.8186 | 38.24 | |
| 5.0864 | 1.61 |
Estimation Period:
Mar 3, 2021 to Feb 13, 2026
Mar 3, 2021 to Feb 13, 2026
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