Bank Pekao SA AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.79% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0995 | 16.89 | |
| 0.0670 | 32.76 | |
| 0.9084 | 392.90 | |
| 0.5285 | 9.44 |
Estimation Period:
Jun 30, 1998 to Feb 6, 2026
Jun 30, 1998 to Feb 6, 2026
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