Bank Pekao SA APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.84% (+3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0652 | 13.30 | |
| 0.0605 | 26.18 | |
| 0.9282 | 358.50 | |
| 0.2355 | 10.89 | |
| 1.6005 | 28.95 |
Estimation Period:
Jun 30, 1998 to Feb 13, 2026
Jun 30, 1998 to Feb 13, 2026
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