PKO Bank Polski SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.68% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0936 | 16.37 | |
| 0.0322 | 12.22 | |
| 0.9170 | 349.72 | |
| 0.0597 | 10.01 |
Estimation Period:
Nov 9, 2004 to Feb 6, 2026
Nov 9, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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