V-Lab
Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:19.15% (+0.10%)
Analysis last updated: Friday, April 19, 2024 at 08:28 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 18.12 | |
| 0.0557 | 15.53 | |
| 0.9229 | 365.20 | |
| 0.0261 | 4.56 |
Estimation Period:
Apr 17, 1991 to Apr 12, 2024
Apr 17, 1991 to Apr 12, 2024
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