Bank Pekao SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.09% (+2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3200 | 5.78 | |
| 0.0620 | 5.42 | |
| 0.9057 | 59.90 | |
| 0.0246 | 2.04 | |
| -0.0412 | -2.38 | |
| 0.0345 | 3.14 | |
| -0.0263 | -3.40 |
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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