V-Lab
Bank Handlowy w Warszawie SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:22.82% (-1.03%)
Analysis last updated: Friday, May 17, 2024 at 11:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0371 | 3.33 | |
| 0.0872 | 33.87 | |
| 0.9888 | 283.57 | |
| 4 | 13.34 |
Estimation Period:
Jul 7, 1997 to May 10, 2024
Jul 7, 1997 to May 10, 2024
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