Bank Millennium SA MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.13% (+7.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2533 | 15.50 | |
| 0.1680 | 37.80 | |
| 0.7998 | 189.71 |
Estimation Period:
Jul 11, 2005 to Feb 13, 2026
Jul 11, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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