Bank Millennium SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.57% (-2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0596 | 9.95 | |
| 0.1390 | 7.56 | |
| 0.7428 | 25.32 | |
| 0.1748 | 3.65 | |
| -0.2159 | -2.77 | |
| 0.0056 | 0.09 | |
| 0.1563 | 2.23 | |
| -0.2730 | -4.02 | |
| 0.2838 | 4.95 | |
| -0.2297 | -4.25 | |
| 0.2025 | 4.09 | |
| -0.2108 | -4.16 | |
| 0.1668 | 2.40 |
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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