Bank Millennium SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.42% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0964 | 25.34 | |
| 0.2057 | 35.56 | |
| 0.9601 | 613.50 | |
| -0.0195 | -3.65 |
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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