Alior Bank SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.93% (+14.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7714 | 16.74 | |
| 0.1372 | 14.95 | |
| 0.6823 | 49.28 | |
| 0.1375 | 4.23 |
Estimation Period:
Dec 14, 2012 to Feb 13, 2026
Dec 14, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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