Powszechny Zaklad Ubezpieczen SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.45% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2551 | 14.76 | |
| 0.0108 | 3.87 | |
| 0.8460 | 133.12 | |
| 0.1039 | 8.70 |
Estimation Period:
May 12, 2010 to Feb 6, 2026
May 12, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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