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Bank Handlowy w Warszawie SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.94% (-0.90%)
Analysis last updated: Sunday, February 8, 2026 at 03:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank Handlowy w Warszawie SA SGARCH
paramt-stat
ω1.33414.48
α0.08896.05
β0.810130.62
γ1-0.2888-2.81
γ20.51162.83
γ3-0.2469-1.36
γ4-0.0134-0.10
γ50.03690.53
γ60.02590.41
γ7-0.1023-1.43
γ80.21832.60
γ9-0.2943-2.89
γ100.26552.02
Estimation Period:
Jul 7, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts