Mennica Skarbowa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:70.64% (-4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0170 | 5.01 | |
| 0.1507 | 5.06 | |
| 0.6563 | 10.52 | |
| 0.5066 | 2.30 | |
| -0.8369 | -2.15 | |
| 0.8368 | 2.12 | |
| -1.1850 | -3.12 | |
| 1.1829 | 4.17 | |
| -0.6063 | -2.71 | |
| 0.2213 | 0.55 |
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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