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V-Lab

Mostostal Zabrze Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.77% (+2.39%)
Analysis last updated: Sunday, February 8, 2026 at 02:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mostostal Zabrze SGARCH
paramt-stat
ω0.88457.45
α0.14417.00
β0.714018.30
γ1-0.1192-2.36
γ20.23452.89
γ3-0.1707-2.13
γ4-0.0141-0.17
γ50.15582.25
γ6-0.1542-2.47
γ70.21313.02
γ8-0.3171-3.67
γ90.25882.76
γ10-0.2542-2.14
Estimation Period:
Aug 18, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts