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V-Lab

Bank Millennium SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.56% (-2.85%)
Analysis last updated: Sunday, February 8, 2026 at 02:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank Millennium SA S0GARCH
paramt-stat
ω1.94909.34
α0.13877.56
β0.745825.79
γ10.15803.27
γ2-0.1976-2.52
γ30.01030.16
γ40.13971.99
γ5-0.2516-3.71
γ60.26324.54
γ7-0.2131-3.87
γ80.18923.81
γ9-0.1963-4.35
γ100.13834.12
Estimation Period:
Aug 17, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts