Bank Millennium SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.88% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.5923 | 7.00 | |
| 0.0859 | 34.66 | |
| 0.9789 | 298.17 | |
| 4.5584 | 12.70 |
Estimation Period:
Aug 17, 1992 to Feb 6, 2026
Aug 17, 1992 to Feb 6, 2026
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