V-Lab
V-Lab
Warsaw Stock Exchange WIG Total Return Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:16.42% (+2.48%)
Analysis last updated: Saturday, July 12, 2025 at 12:24 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Warsaw Stock Exchange WIG Total Return Index AMEM
paramt-stat
ω0.025724.24
α0.111231.90
β0.8460322.79
γ0.05408.70
Estimation Period:
Nov 16, 2000 to Jun 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts