Bank Handlowy w Warszawie SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.70% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0447 | 10.31 | |
| 0.1277 | 24.82 | |
| 0.9748 | 575.80 | |
| -0.0270 | -3.97 |
Estimation Period:
Jul 7, 1997 to Jan 30, 2026
Jul 7, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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