Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.78% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7076 | 10.96 | |
| 0.0538 | 82.84 | |
| 0.9943 | 1,608.87 | |
| 3.3653 | 103.85 |
Estimation Period:
Apr 17, 1991 to Feb 6, 2026
Apr 17, 1991 to Feb 6, 2026
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