ORLEN SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.14% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0982 | 13.61 | |
| 0.0201 | 9.80 | |
| 0.9398 | 329.28 | |
| 0.0340 | 7.76 |
Estimation Period:
Nov 26, 1999 to Feb 13, 2026
Nov 26, 1999 to Feb 13, 2026
News Impact Curve
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