ORLEN SA EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.64% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 13.00 | |
| 0.0818 | 25.06 | |
| 0.9787 | 718.58 | |
| -0.0338 | -11.38 |
Estimation Period:
Nov 26, 1999 to Feb 6, 2026
Nov 26, 1999 to Feb 6, 2026
News Impact Curve
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