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Mennica Skarbowa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.69% (-4.77%)
Analysis last updated: Sunday, February 8, 2026 at 02:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mennica Skarbowa S0GARCH
paramt-stat
ω2.01014.99
α0.15054.99
β0.659010.54
γ10.49832.26
γ2-0.8222-2.11
γ30.82142.08
γ4-1.1603-3.04
γ51.13574.00
γ6-0.5053-2.72
γ7-0.0328-0.23
Estimation Period:
Jan 14, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts