Mostostal Warszawa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.02% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0175 | 6.03 | |
| 0.1347 | 7.13 | |
| 0.7198 | 22.61 | |
| -0.0494 | -1.16 | |
| 0.1044 | 1.52 | |
| -0.1162 | -2.00 | |
| 0.1416 | 2.54 | |
| -0.1484 | -2.66 | |
| 0.1067 | 2.15 | |
| -0.0933 | -2.11 | |
| 0.1744 | 2.47 |
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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