Alior Bank SA AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.90% (-4.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7695 | 18.28 | |
| 0.2072 | 16.74 | |
| 0.6747 | 48.20 | |
| 0.3815 | 7.02 |
Estimation Period:
Dec 14, 2012 to Feb 6, 2026
Dec 14, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities