Bank Pekao SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.77% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2358 | 6.68 | |
| 0.0572 | 29.63 | |
| 0.9878 | 499.64 | |
| 6.1814 | 6.48 |
Estimation Period:
Jun 30, 1998 to Feb 6, 2026
Jun 30, 1998 to Feb 6, 2026
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