Bank Pekao SA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.78% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0320 | 16.48 | |
| 0.9133 | 278.52 | |
| 0.0482 | 12.76 | |
| 0.0128 | 5.68 | |
| 0.0066 | 6.50 | |
| 0.9905 | 693.18 |
Estimation Period:
Jun 30, 1998 to Feb 6, 2026
Jun 30, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Bank Pekao SA Analyses
Other MF2-GARCH Analyses on International Equities