Mostostal Warszawa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.41% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7522 | 22.27 | |
| 0.1076 | 15.87 | |
| 0.8098 | 132.80 | |
| 0.0059 | 0.53 |
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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