Mostostal Warszawa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.63% (-5.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.3321 | 8.17 | |
| 0.1250 | 19.98 | |
| 0.8978 | 71.77 | |
| 2.8879 | 16.91 |
Estimation Period:
Aug 15, 1995 to Feb 6, 2026
Aug 15, 1995 to Feb 6, 2026
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