Santander Bank Polska SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.41% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2653 | 5.64 | |
| 0.0797 | 7.74 | |
| 0.8875 | 49.99 | |
| 0.0501 | 0.62 | |
| 0.0367 | 0.30 | |
| -0.3711 | -3.98 | |
| 0.6511 | 7.19 | |
| -0.5838 | -7.00 | |
| 0.3231 | 4.09 | |
| -0.2000 | -2.27 | |
| 0.1744 | 1.44 |
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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