Tauron Polska Energia Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.70% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 10.86 | |
| 0.0386 | 14.57 | |
| 0.9456 | 400.49 | |
| 0.0198 | 3.39 |
Estimation Period:
Jun 30, 2010 to Feb 6, 2026
Jun 30, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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