Bank Millennium SA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:43.86% (+4.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1001 | 10.32 | |
| 0.1572 | 2.24 | |
| 0.4829 | 3.06 | |
| -0.0010 | -0.04 |
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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