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Mostostal Zabrze Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.75% (-0.26%)
Analysis last updated: Thursday, February 12, 2026 at 10:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mostostal Zabrze S0GARCH
paramt-stat
ω0.93257.53
α0.14017.38
β0.730320.15
γ1-0.0940-1.81
γ20.19922.38
γ3-0.1594-1.93
γ4-0.0097-0.11
γ50.13981.97
γ6-0.1294-2.03
γ70.17702.48
γ8-0.2567-3.01
γ90.14241.77
γ100.02860.58
Estimation Period:
Aug 18, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts