Bank Handlowy w Warszawie SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.97% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0505 | 5.63 | |
| 0.7276 | 37.34 | |
| 0.0708 | 8.12 | |
| 0.0520 | 0.96 | |
| 0.0338 | 1.90 | |
| 0.9535 | 35.11 |
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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