V-Lab
Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 25th, 2021:12.15% (-0.50%)
Analysis last updated: Saturday, October 23, 2021, 04:55 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0532 | 20.64 | |
| 0.8617 | 230.04 | |
| 0.0564 | 22.10 | |
| 0.2027 | 0.54 | |
| 0.8339 | 0.56 | |
| 0.0661 | 0.04 |
Estimation Period:
Apr 17, 1991 to Oct 22, 2021
Apr 17, 1991 to Oct 22, 2021
News Impact Curve
Volatility Forecasts
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