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Santander Bank Polska SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.49% (+1.90%)
Analysis last updated: Sunday, February 15, 2026 at 02:51 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Santander Bank Polska SA S0GARCH
paramt-stat
ω1.27615.65
α0.07977.78
β0.888351.17
γ10.05580.69
γ20.02530.20
γ3-0.3594-3.81
γ40.63936.97
γ5-0.5713-6.81
γ60.30583.95
γ7-0.1683-2.18
γ80.09871.66
Estimation Period:
Jul 2, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts