PKO Bank Polski SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.20% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0040 | 7.61 | |
| 0.0520 | 21.10 | |
| 0.9846 | 450.20 | |
| 7.0933 | 3.66 |
Estimation Period:
Nov 9, 2004 to Feb 6, 2026
Nov 9, 2004 to Feb 6, 2026
Other PKO Bank Polski SA Analyses
Other GAS-GARCH Student T Analyses on International Equities