Bank Handlowy w Warszawie SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.94% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3341 | 4.48 | |
| 0.0889 | 6.05 | |
| 0.8101 | 30.62 | |
| -0.2888 | -2.81 | |
| 0.5116 | 2.83 | |
| -0.2469 | -1.36 | |
| -0.0134 | -0.10 | |
| 0.0369 | 0.53 | |
| 0.0259 | 0.41 | |
| -0.1023 | -1.43 | |
| 0.2183 | 2.60 | |
| -0.2943 | -2.89 | |
| 0.2655 | 2.02 |
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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