Mostostal Warszawa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.32% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0972 | 5.43 | |
| 0.1381 | 7.30 | |
| 0.7122 | 22.22 | |
| -0.0065 | -0.08 | |
| -0.0009 | -0.01 | |
| 0.0650 | 0.81 | |
| -0.1613 | -3.03 | |
| 0.2468 | 3.60 | |
| -0.2563 | -2.88 | |
| 0.1704 | 2.10 | |
| -0.1143 | -1.58 | |
| 0.1040 | 1.46 | |
| -0.0597 | -1.02 |
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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