Polimex Mostostal Siedlce SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:63.93% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0698 | 1.73 | |
| 0.0034 | 1.16 | |
| 0.9759 | 307.18 | |
| 0.0414 | 3.83 |
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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