Grupa Azoty Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.12% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0894 | 9.27 | |
| 0.4240 | 8.59 | |
| 0.0455 | 5.15 | |
| 2.0854 | 0.32 | |
| 0.3705 | 0.32 | |
| 0.2931 | 0.14 |
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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