Mostostal Zabrze Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.77% (+2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8845 | 7.45 | |
| 0.1441 | 7.00 | |
| 0.7140 | 18.30 | |
| -0.1192 | -2.36 | |
| 0.2345 | 2.89 | |
| -0.1707 | -2.13 | |
| -0.0141 | -0.17 | |
| 0.1558 | 2.25 | |
| -0.1542 | -2.47 | |
| 0.2131 | 3.02 | |
| -0.3171 | -3.67 | |
| 0.2588 | 2.76 | |
| -0.2542 | -2.14 |
Estimation Period:
Aug 18, 1995 to Feb 6, 2026
Aug 18, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Mostostal Zabrze Analyses
Other Spline-GARCH Analyses on International Equities