Bank Handlowy w Warszawie SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.70% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0739 | 13.64 | |
| 0.0394 | 12.41 | |
| 0.9304 | 468.70 | |
| 0.0272 | 4.83 |
Estimation Period:
Jul 7, 1997 to Feb 6, 2026
Jul 7, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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