Bank Pekao SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.99% (+3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0900 | 15.42 | |
| 0.0356 | 16.40 | |
| 0.9255 | 359.83 | |
| 0.0402 | 6.41 |
Estimation Period:
Jun 30, 1998 to Feb 13, 2026
Jun 30, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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