Wawel Sa AGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
19.65%
decreased by 0.51%
1 Week
23.00%
increased by 2.84%
1 Month
29.22%
increased by 9.06%
Analysis last updated: Thursday, May 21, 2026 at 08:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4531 | 30.68 | |
| 0.2387 | 43.89 | |
| 0.6686 | 107.03 | |
| 0.0035 | 0.09 |
Estimation Period:
Jul 30, 1998 to May 15, 2026
Jul 30, 1998 to May 15, 2026
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