Bank Handlowy w Warszawie SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.78% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4273 | 4.89 | |
| 0.0846 | 5.99 | |
| 0.8247 | 31.89 | |
| -0.1851 | -2.44 | |
| 0.3678 | 2.80 | |
| -0.2192 | -1.46 | |
| -0.0101 | -0.07 | |
| 0.0989 | 0.99 | |
| -0.1268 | -1.95 | |
| 0.1743 | 2.72 | |
| -0.1861 | -2.68 | |
| 0.1201 | 2.33 |
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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