Santander Bank Polska SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.65% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 14.40 | |
| 0.0493 | 22.32 | |
| 0.9320 | 605.20 | |
| 0.0374 | 7.23 |
Estimation Period:
Jul 2, 2001 to Feb 6, 2026
Jul 2, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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