Santander Bank Polska SA MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.82% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0414 | 19.16 | |
| 0.8554 | 142.85 | |
| 0.0627 | 11.51 | |
| 0.2081 | 3.71 | |
| 0.9905 | 47.56 | |
| 0.0000 | 0.00 |
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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