Alior Bank SA GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.81% (-2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7361 | 19.95 | |
| 0.2107 | 16.94 | |
| 0.6838 | 51.60 |
Estimation Period:
Dec 14, 2012 to Feb 6, 2026
Dec 14, 2012 to Feb 6, 2026
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