PKO Bank Polski SA MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.87% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0103 | 4.60 | |
| 0.8820 | 210.66 | |
| 0.0954 | 20.15 | |
| 0.3476 | 1.26 | |
| 0.3209 | 1.31 | |
| 0.5975 | 1.92 |
Estimation Period:
Nov 9, 2004 to Feb 13, 2026
Nov 9, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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