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V-Lab

Bank Millennium SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.57% (-2.79%)
Analysis last updated: Sunday, February 8, 2026 at 02:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank Millennium SA SGARCH
paramt-stat
ω2.05969.95
α0.13907.56
β0.742825.32
γ10.17483.65
γ2-0.2159-2.77
γ30.00560.09
γ40.15632.23
γ5-0.2730-4.02
γ60.28384.95
γ7-0.2297-4.25
γ80.20254.09
γ9-0.2108-4.16
γ100.16682.40
Estimation Period:
Aug 17, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts