Grupa Azoty Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.42% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4384 | 6.46 | |
| 0.1459 | 6.06 | |
| 0.5543 | 7.45 | |
| 0.1057 | 2.20 | |
| -0.1447 | -2.17 | |
| 0.0803 | 2.43 | |
| -0.0918 | -3.20 | |
| 0.0746 | 1.65 |
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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