Santander Bank Polska SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.49% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.6321 | 8.79 | |
| 0.0632 | 79.25 | |
| 0.9990 | 8,394.96 | |
| 5.0953 | 53.72 |
Estimation Period:
Jul 2, 2001 to Feb 6, 2026
Jul 2, 2001 to Feb 6, 2026
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