Bank Millennium SA AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.94% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4467 | 29.55 | |
| 0.1256 | 37.01 | |
| 0.8245 | 224.24 | |
| 0.3209 | 6.18 |
Estimation Period:
Aug 17, 1992 to Feb 6, 2026
Aug 17, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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