Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.81% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7011 | 10.97 | |
| 0.0538 | 82.66 | |
| 0.9943 | 1,601.07 | |
| 3.3715 | 102.92 |
Estimation Period:
Apr 17, 1991 to Feb 20, 2026
Apr 17, 1991 to Feb 20, 2026
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