Grupa Azoty Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.80% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1716 | 10.26 | |
| 0.0227 | 11.23 | |
| 0.9318 | 246.26 | |
| 0.0392 | 6.90 |
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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