Bank Millennium SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.38% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3471 | 25.29 | |
| 0.0909 | 18.52 | |
| 0.8557 | 222.03 | |
| 0.0325 | 3.95 |
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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