Cyfrowy Polsat Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.50% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0615 | 11.00 | |
| 0.0982 | 19.39 | |
| 0.9560 | 266.80 | |
| -0.0435 | -8.54 |
Estimation Period:
May 6, 2008 to Feb 6, 2026
May 6, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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