V-Lab
Bank Handlowy w Warszawie SA EGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:26.64% (-0.74%)
Analysis last updated: Friday, May 17, 2024 at 11:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0452 | 8.26 | |
| 0.1301 | 24.85 | |
| 0.9748 | 482.55 | |
| -0.0329 | -4.41 |
Estimation Period:
Jul 7, 1997 to May 10, 2024
Jul 7, 1997 to May 10, 2024
News Impact Curve
Volatility Forecasts
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