Santander Bank Polska SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.49% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2761 | 5.65 | |
| 0.0797 | 7.78 | |
| 0.8883 | 51.17 | |
| 0.0558 | 0.69 | |
| 0.0253 | 0.20 | |
| -0.3594 | -3.81 | |
| 0.6393 | 6.97 | |
| -0.5713 | -6.81 | |
| 0.3058 | 3.95 | |
| -0.1683 | -2.18 | |
| 0.0987 | 1.66 |
Estimation Period:
Jul 2, 2001 to Feb 13, 2026
Jul 2, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Santander Bank Polska SA Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities