Mostostal Zabrze GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.95% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1564 | 15.36 | |
| 0.0528 | 14.63 | |
| 0.9187 | 305.30 | |
| 0.0370 | 6.06 |
Estimation Period:
Aug 18, 1995 to Feb 6, 2026
Aug 18, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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