Grupa Azoty Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.41% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4349 | 6.45 | |
| 0.1459 | 6.07 | |
| 0.5541 | 7.43 | |
| 0.1048 | 2.19 | |
| -0.1434 | -2.15 | |
| 0.0796 | 2.43 | |
| -0.0912 | -3.35 | |
| 0.0741 | 3.32 |
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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