PKO Bank Polski SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.06% (+1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6459 | 6.64 | |
| 0.0601 | 5.85 | |
| 0.9050 | 55.98 | |
| -0.0860 | -4.43 | |
| 0.1267 | 4.62 | |
| -0.0459 | -2.35 | |
| -0.0157 | -0.39 |
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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