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V-Lab

Mostostal Warszawa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.02% (-1.03%)
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 SGARCH
paramt-stat
ω1.01756.03
α0.13477.13
β0.719822.61
γ1-0.0494-1.16
γ20.10441.52
γ3-0.1162-2.00
γ40.14162.54
γ5-0.1484-2.66
γ60.10672.15
γ7-0.0933-2.11
γ80.17442.47
Estimation Period:
Aug 15, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts