V-Lab
Bank Handlowy w Warszawie SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:20.89% (-1.02%)
Analysis last updated: Saturday, May 18, 2024 at 11:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4845 | 4.95 | |
| 0.0794 | 5.87 | |
| 0.8489 | 37.54 | |
| -0.1555 | -2.39 | |
| 0.3353 | 3.28 | |
| -0.2450 | -2.17 | |
| 0.0531 | 0.42 | |
| 0.0366 | 0.40 | |
| -0.0768 | -1.18 | |
| 0.1622 | 2.45 | |
| -0.3327 | -3.02 |
Estimation Period:
Jul 7, 1997 to May 17, 2024
Jul 7, 1997 to May 17, 2024
News Impact Curve
Volatility Forecasts
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