V-Lab
Warsaw Stock Exchange WIG Total Return Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:19.13% (-0.23%)
Analysis last updated: Friday, April 19, 2024 at 07:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8401 | 6.57 | |
| 0.0795 | 8.24 | |
| 0.9005 | 83.25 | |
| 0.0029 | 3.43 |
Estimation Period:
Apr 17, 1991 to Apr 12, 2024
Apr 17, 1991 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
Other Warsaw Stock Exchange WIG Total Return Index Analyses