Bank Pekao SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.53% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 11.35 | |
| 0.1230 | 27.53 | |
| 0.9809 | 715.48 | |
| -0.0404 | -9.17 |
Estimation Period:
Jun 30, 1998 to Feb 6, 2026
Jun 30, 1998 to Feb 6, 2026
News Impact Curve
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