Polska Grupa Energetyczna Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.73% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 8.08 | |
| 0.0233 | 10.71 | |
| 0.9579 | 483.81 | |
| 0.0316 | 7.71 |
Estimation Period:
Dec 15, 2009 to Feb 13, 2026
Dec 15, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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