Bank Pekao SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.37% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1952 | 8.54 | |
| 0.0615 | 5.78 | |
| 0.9151 | 71.32 | |
| 0.0025 | 2.39 |
Estimation Period:
Jun 30, 1998 to Feb 6, 2026
Jun 30, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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