Skip to main content
V-Lab

Santander Bank Polska SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.41% (+0.29%)
Analysis last updated: Friday, February 13, 2026 at 10:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Santander Bank Polska SA SGARCH
paramt-stat
ω1.26535.64
α0.07977.74
β0.887549.99
γ10.05010.62
γ20.03670.30
γ3-0.3711-3.98
γ40.65117.19
γ5-0.5838-7.00
γ60.32314.09
γ7-0.2000-2.27
γ80.17441.44
Estimation Period:
Jul 2, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts