PKO Bank Polski SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.08% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6436 | 6.54 | |
| 0.0608 | 5.77 | |
| 0.9045 | 56.62 | |
| -0.0881 | -4.49 | |
| 0.1318 | 4.79 | |
| -0.0556 | -3.62 | |
| 0.0101 | 0.92 |
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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