Mostostal Warszawa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.69% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2207 | 21.13 | |
| 0.2344 | 33.71 | |
| 0.9088 | 193.03 | |
| -0.0045 | -0.68 |
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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