Bank Handlowy w Warszawie SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:24.93% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0736 | 13.62 | |
| 0.0393 | 12.41 | |
| 0.9305 | 469.00 | |
| 0.0272 | 4.85 |
Estimation Period:
Jul 7, 1997 to Feb 13, 2026
Jul 7, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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