Bank Millennium SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.56% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9490 | 9.34 | |
| 0.1387 | 7.56 | |
| 0.7458 | 25.79 | |
| 0.1580 | 3.27 | |
| -0.1976 | -2.52 | |
| 0.0103 | 0.16 | |
| 0.1397 | 1.99 | |
| -0.2516 | -3.71 | |
| 0.2632 | 4.54 | |
| -0.2131 | -3.87 | |
| 0.1892 | 3.81 | |
| -0.1963 | -4.35 | |
| 0.1383 | 4.12 |
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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