Grupa Azoty Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.60% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0711 | 11.25 | |
| 0.1110 | 18.64 | |
| 0.9650 | 308.79 | |
| -0.0232 | -4.62 |
Estimation Period:
Jun 30, 2008 to Feb 13, 2026
Jun 30, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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