Bank Millennium SA GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.95% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3486 | 25.86 | |
| 0.1066 | 31.84 | |
| 0.8554 | 223.34 |
Estimation Period:
Aug 17, 1992 to Feb 6, 2026
Aug 17, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Bank Millennium SA Analyses
Other GARCH Analyses on International Equities