Alior Bank SA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.07% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2346 | 13.67 | |
| 0.3571 | 19.33 | |
| 0.8742 | 103.93 | |
| -0.0698 | -5.31 |
Estimation Period:
Dec 14, 2012 to Feb 6, 2026
Dec 14, 2012 to Feb 6, 2026
News Impact Curve
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