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Bank Handlowy w Warszawie SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.78% (-0.89%)
Analysis last updated: Sunday, February 8, 2026 at 03:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank Handlowy w Warszawie SA S0GARCH
paramt-stat
ω1.42734.89
α0.08465.99
β0.824731.89
γ1-0.1851-2.44
γ20.36782.80
γ3-0.2192-1.46
γ4-0.0101-0.07
γ50.09890.99
γ6-0.1268-1.95
γ70.17432.72
γ8-0.1861-2.68
γ90.12012.33
Estimation Period:
Jul 7, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts