Bank Millennium SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.95% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1312 | 12.17 | |
| 0.1572 | 2.27 | |
| 0.4901 | 3.15 | |
| 0.0116 | 1.75 |
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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