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Mostostal Warszawa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.32% (-1.35%)
Analysis last updated: Sunday, February 8, 2026 at 03:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mostostal Warszawa S0GARCH
paramt-stat
ω1.09725.43
α0.13817.30
β0.712222.22
γ1-0.0065-0.08
γ2-0.0009-0.01
γ30.06500.81
γ4-0.1613-3.03
γ50.24683.60
γ6-0.2563-2.88
γ70.17042.10
γ8-0.1143-1.58
γ90.10401.46
γ10-0.0597-1.02
Estimation Period:
Aug 15, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts