Bank Millennium SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.12% (-2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1053 | 18.52 | |
| 0.7014 | 72.62 | |
| 0.0382 | 5.65 | |
| 2.7451 | 0.35 | |
| 0.6388 | 0.34 | |
| 0.0000 | 0.00 |
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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