Mostostal Plock EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.20% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1158 | 18.80 | |
| 0.1721 | 26.09 | |
| 0.9592 | 384.13 | |
| 0.0318 | 4.02 |
Estimation Period:
Jan 29, 2008 to Feb 6, 2026
Jan 29, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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