Mostostal Warszawa AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.27% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8251 | 23.61 | |
| 0.1173 | 28.81 | |
| 0.7953 | 129.91 | |
| -0.0337 | -0.30 |
Estimation Period:
Aug 15, 1995 to Feb 6, 2026
Aug 15, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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