Zaklady Chemiczne Police Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.41% (+2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1979 | 17.77 | |
| 0.4476 | 7.97 | |
| 0.2931 | 10.14 | |
| 0.0381 | 0.37 |
Estimation Period:
Apr 1, 2021 to Feb 6, 2026
Apr 1, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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