Bank Millennium SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.39% (-8.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9692 | 10.44 | |
| 0.0926 | 6.37 | |
| 0.5287 | 13.88 | |
| 0.1153 | 2.25 |
Estimation Period:
Mar 3, 2021 to Feb 13, 2026
Mar 3, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Bank Millennium SA Analyses
Other GJR-GARCH Analyses on International Equities