Mennica Skarbowa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:74.23% (-2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9111 | 9.00 | |
| 0.1096 | 10.97 | |
| 0.8935 | 128.01 | |
| -0.0811 | -6.08 |
Estimation Period:
Jan 14, 2014 to Feb 6, 2026
Jan 14, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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