Mostostal Plock GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.39% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3462 | 14.91 | |
| 0.1020 | 16.16 | |
| 0.8875 | 232.14 | |
| -0.0344 | -3.30 |
Estimation Period:
Jan 29, 2008 to Feb 6, 2026
Jan 29, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Mostostal Plock Analyses
Other GJR-GARCH Analyses on International Equities