Bank Pekao SA GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.09% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0925 | 16.73 | |
| 0.0602 | 23.87 | |
| 0.9206 | 312.80 |
Estimation Period:
Jun 30, 1998 to Feb 6, 2026
Jun 30, 1998 to Feb 6, 2026
News Impact Curve
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