Bank Millennium SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.15% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1469 | 7.17 | |
| 0.3155 | 3.43 | |
| 0.0113 | 0.42 | |
| 4.9694 | 0.17 | |
| 0.4492 | 0.16 | |
| 0.0000 | 0.00 |
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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